+174.6%
ARM vs TD
+123.7%
+50.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +5.2% |
| 7D | -15.2% | -1.7% | -13.5% | -13.7% |
| 30D | -40.7% | +8.2% | -48.9% | -44.4% |
| 3M | -39.1% | +1.7% | -40.8% | -39.7% |
| 6M | -26.4% | +14.2% | -40.7% | -34.3% |
| YTD | +59.7% | +32.8% | +27.0% | +26.7% |
| 1Y | +10.3% | +55.5% | -45.1% | -22.5% |
| 3Y | +228.9% | +129.6% | +99.2% | +71.9% |
| All | +174.6% | +123.7% | +50.9% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling