+3,757.5%
TRMB vs ARWR
-97.0%
+3,854.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -2.5% | +1.7% | -4.2% | -2.5% |
| 30D | +1.5% | -0.7% | +2.2% | +1.5% |
| 3M | +6.8% | +14.9% | -8.1% | +6.6% |
| 6M | -14.9% | +32.6% | -47.6% | -15.3% |
| YTD | -24.1% | +30.0% | -54.1% | -24.4% |
| 1Y | -25.4% | +208.4% | -233.7% | -26.4% |
| 3Y | +8.0% | +208.8% | -200.8% | +6.2% |
| 5Y | -37.3% | +27.8% | -65.1% | -38.0% |
| 10Y | +116.8% | +1,107.6% | -990.7% | +109.0% |
| All | +3,757.5% | -97.0% | +3,854.6% | +3,373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling