+296.4%
ARM vs TRV
+135.0%
+161.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +3.9% |
| 7D | +5.5% | -0.1% | +5.6% | +5.4% |
| 30D | -8.2% | -3.4% | -4.8% | -8.2% |
| 3M | -35.9% | +26.4% | -62.3% | -36.6% |
| 6M | +103.1% | +19.3% | +83.8% | +102.8% |
| YTD | +130.6% | +28.3% | +102.3% | +127.1% |
| 1Y | +86.1% | +34.3% | +51.8% | +81.4% |
| All | +296.4% | +135.0% | +161.4% | +310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling