+296.4%
ARM vs TRI
-12.6%
+309.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.4% | +9.4% | +4.8% |
| 7D | +5.5% | -0.5% | +6.0% | +5.4% |
| 30D | -8.2% | +7.9% | -16.1% | -9.6% |
| 3M | -35.9% | +24.1% | -60.0% | -39.3% |
| 6M | +103.1% | +3.8% | +99.3% | +102.6% |
| YTD | +130.6% | -16.9% | +147.5% | +164.4% |
| 1Y | +86.1% | -38.4% | +124.5% | +169.7% |
| All | +296.4% | -12.6% | +309.0% | +263.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling