+36.3%
TRMB vs ARWR
+79.8%
-43.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.5% |
| 7D | +2.8% | -17.8% | +20.7% | +4.8% |
| 30D | -5.9% | -18.1% | +12.3% | -4.1% |
| 3M | -3.3% | -44.2% | +40.9% | +2.5% |
| 6M | +1.3% | -38.6% | +40.0% | +5.7% |
| YTD | -29.0% | -28.0% | -1.0% | -28.0% |
| 1Y | -27.8% | +16.1% | -43.9% | -31.8% |
| 3Y | +36.3% | +84.0% | -47.7% | +11.9% |
| All | +36.3% | +79.8% | -43.5% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling