+219.8%
ARM vs TRMB
+11.8%
+208.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +3.2% | +8.9% | +9.9% |
| 7D | +6.0% | +4.1% | +1.9% | +3.5% |
| 30D | -20.3% | -5.1% | -15.3% | -18.7% |
| 3M | -24.4% | -2.6% | -21.8% | -24.7% |
| 6M | -4.4% | -2.7% | -1.7% | -5.2% |
| YTD | +86.0% | -27.9% | +114.0% | +130.2% |
| 1Y | +35.8% | -29.0% | +64.8% | +69.6% |
| 3Y | +289.1% | +35.0% | +254.1% | +218.6% |
| All | +219.8% | +11.8% | +208.0% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling