+199.6%
ARM vs TCOM
+21.5%
+178.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.8% |
| 7D | +9.1% | -1.8% | +10.9% | +9.5% |
| 30D | -19.9% | +12.1% | -32.0% | -22.7% |
| 3M | -31.6% | -3.2% | -28.4% | -31.4% |
| 6M | -13.9% | -16.6% | +2.8% | -10.0% |
| YTD | +74.3% | -39.4% | +113.7% | +100.6% |
| 1Y | +35.8% | -41.5% | +77.3% | +58.0% |
| 3Y | +268.6% | +24.4% | +244.2% | +209.1% |
| All | +199.6% | +21.5% | +178.1% | +147.1% |
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