+86.1%
ARM vs TD
+64.8%
+21.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +5.4% |
| 7D | +5.5% | +0.3% | +5.1% | +5.0% |
| 30D | -8.2% | +0.4% | -8.6% | -8.6% |
| 3M | -35.9% | +7.6% | -43.6% | -41.8% |
| 6M | +103.1% | +25.0% | +78.1% | +51.7% |
| YTD | +130.6% | +31.0% | +99.6% | +64.6% |
| 1Y | +86.1% | +65.2% | +20.9% | +6.4% |
| All | +86.1% | +64.8% | +21.3% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling