+199.6%
ARM vs TRMB
+10.1%
+189.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.4% |
| 7D | +9.1% | +2.8% | +6.3% | +7.3% |
| 30D | -19.9% | -5.9% | -14.1% | -17.9% |
| 3M | -31.6% | -3.3% | -28.3% | -31.5% |
| 6M | -13.9% | +1.3% | -15.2% | -17.3% |
| YTD | +74.3% | -29.0% | +103.3% | +117.9% |
| 1Y | +35.8% | -27.8% | +63.6% | +66.7% |
| 3Y | +268.6% | +36.3% | +232.3% | +202.8% |
| All | +199.6% | +10.1% | +189.5% | +168.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling