+20.3%
ARM vs TRV
+44.1%
-23.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | -5.3% | -0.9% | -4.4% | -5.7% |
| 30D | -30.0% | +7.2% | -37.2% | -26.2% |
| 3M | -34.1% | +3.2% | -37.3% | -31.9% |
| 6M | -12.6% | +33.6% | -46.3% | +13.0% |
| YTD | +70.4% | +37.8% | +32.6% | +108.2% |
| All | +20.3% | +44.1% | -23.8% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling