+174.6%
ARM vs TCOM
+23.7%
+150.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.5% | +4.4% |
| 7D | -15.2% | +12.1% | -27.3% | -17.9% |
| 30D | -40.7% | +16.5% | -57.2% | -43.3% |
| 3M | -39.1% | -4.0% | -35.0% | -38.7% |
| 6M | -26.4% | -18.5% | -7.9% | -22.3% |
| YTD | +59.7% | -38.3% | +98.0% | +83.1% |
| 1Y | +10.3% | -36.6% | +46.9% | +25.2% |
| 3Y | +228.9% | +31.1% | +197.7% | +171.2% |
| All | +174.6% | +23.7% | +150.9% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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