+185.4%
ARM vs TD
+126.4%
+59.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.3% |
| 7D | -10.4% | -0.7% | -9.7% | -9.5% |
| 30D | -31.8% | +7.6% | -39.5% | -35.7% |
| 3M | -32.2% | +3.0% | -35.3% | -33.6% |
| 6M | -14.9% | +16.8% | -31.7% | -25.5% |
| YTD | +66.0% | +34.3% | +31.7% | +30.4% |
| 1Y | +17.2% | +56.0% | -38.8% | -17.9% |
| 3Y | +247.2% | +132.4% | +114.9% | +79.8% |
| All | +185.4% | +126.4% | +59.0% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling