+35.8%
ARM vs TRI
-17.3%
+53.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -4.6% |
| 7D | +9.1% | -2.9% | +12.0% | +8.4% |
| 30D | -19.9% | +3.7% | -23.6% | -19.0% |
| 3M | -31.6% | +3.7% | -35.3% | -30.2% |
| 6M | -13.9% | +35.1% | -49.0% | -7.1% |
| YTD | +74.3% | -14.0% | +88.3% | +70.3% |
| 1Y | +35.8% | -19.0% | +54.7% | +32.7% |
| All | +35.8% | -17.3% | +53.1% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling