+293.4%
ARM vs TD
+133.8%
+159.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.3% | +11.7% | +11.8% |
| 7D | +6.0% | -3.1% | +9.1% | +9.4% |
| 30D | -20.3% | +6.7% | -27.0% | -24.2% |
| 3M | -24.4% | +3.1% | -27.5% | -25.9% |
| 6M | -4.4% | +17.6% | -22.0% | -16.7% |
| YTD | +86.0% | +34.8% | +51.2% | +45.8% |
| 1Y | +35.8% | +55.6% | -19.8% | -4.4% |
| All | +293.4% | +133.8% | +159.6% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling