+214.2%
ARM vs TRV
+157.4%
+56.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.7% |
| 7D | +19.8% | +0.1% | +19.8% | +19.9% |
| 30D | -21.8% | +8.0% | -29.8% | -21.5% |
| 3M | -26.5% | +9.3% | -35.8% | -26.2% |
| 6M | -3.9% | +36.2% | -40.1% | -4.3% |
| YTD | +82.8% | +40.6% | +42.2% | +80.8% |
| 1Y | +34.3% | +43.1% | -8.8% | +32.4% |
| 3Y | +282.2% | +149.6% | +132.6% | +279.7% |
| All | +214.2% | +157.4% | +56.8% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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