+174.6%
ARM vs TRV
+152.3%
+22.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +4.6% |
| 7D | -15.2% | -0.3% | -15.0% | -15.2% |
| 30D | -40.7% | +9.6% | -50.3% | -40.5% |
| 3M | -39.1% | +2.7% | -41.8% | -38.9% |
| 6M | -26.4% | +32.0% | -58.5% | -26.6% |
| YTD | +59.7% | +37.8% | +22.0% | +57.8% |
| 1Y | +10.3% | +45.2% | -34.9% | +7.8% |
| 3Y | +228.9% | +145.3% | +83.6% | +226.3% |
| All | +174.6% | +152.3% | +22.3% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling