+120.8%
TRMB vs ARWR
+978.7%
-858.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.9% |
| 7D | -2.9% | -3.2% | +0.3% | -2.4% |
| 30D | -1.8% | -6.5% | +4.7% | -0.9% |
| 3M | +8.4% | +12.7% | -4.3% | +5.8% |
| 6M | -18.5% | +36.2% | -54.7% | -23.1% |
| YTD | -26.7% | +24.5% | -51.2% | -30.1% |
| 1Y | -28.3% | +198.0% | -226.3% | -40.6% |
| 3Y | +12.6% | +176.4% | -163.8% | -11.7% |
| 5Y | -38.7% | +26.6% | -65.3% | -48.3% |
| 10Y | +120.8% | +1,054.1% | -933.3% | +42.9% |
| All | +120.8% | +978.7% | -858.0% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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