+3,451.4%
TRMB vs ARWR
-98.3%
+3,549.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -16.6% | -17.7% | +1.1% | -16.4% |
| 30D | -8.9% | -21.9% | +13.0% | -8.7% |
| 3M | -6.3% | -44.5% | +38.2% | -5.8% |
| 6M | -10.0% | -32.6% | +22.6% | -9.7% |
| YTD | -30.1% | -26.2% | -3.9% | -30.0% |
| 1Y | -31.3% | +23.0% | -54.3% | -31.6% |
| 3Y | +30.8% | +81.8% | -50.9% | +29.3% |
| 5Y | -35.9% | -36.0% | +0.1% | -36.2% |
| 10Y | +101.7% | +1,039.5% | -937.8% | +95.0% |
| All | +3,451.4% | -98.3% | +3,549.7% | +3,115.5% |
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