+10.3%
ARM vs TRMB
-33.2%
+43.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.9% | +4.4% |
| 7D | -15.2% | -16.7% | +1.5% | -10.2% |
| 30D | -40.7% | -9.9% | -30.8% | -38.9% |
| 3M | -39.1% | -7.6% | -31.5% | -37.8% |
| 6M | -26.4% | -14.7% | -11.7% | -20.7% |
| YTD | +59.7% | -30.9% | +90.7% | +78.6% |
| 1Y | +10.3% | -31.3% | +41.7% | +23.6% |
| All | +10.3% | -33.2% | +43.5% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling