-39.3%
TRMB vs ARWR
-28.9%
-10.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | -16.7% | -2.9% | -13.8% | -16.4% |
| 30D | -9.9% | -5.4% | -4.5% | -9.3% |
| 3M | -7.6% | -32.2% | +24.7% | -1.9% |
| 6M | -14.7% | -26.5% | +11.8% | -11.6% |
| YTD | -30.9% | -12.4% | -18.5% | -31.3% |
| 1Y | -31.3% | +46.9% | -78.2% | -38.8% |
| 3Y | +29.4% | +116.0% | -86.5% | -3.8% |
| All | -39.3% | -28.9% | -10.4% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling