+214.2%
ARM vs TD
+126.3%
+87.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | +19.8% | +0.6% | +19.3% | +19.3% |
| 30D | -21.8% | +5.0% | -26.7% | -24.5% |
| 3M | -26.5% | +1.1% | -27.6% | -26.8% |
| 6M | -3.9% | +16.5% | -20.4% | -15.6% |
| YTD | +82.8% | +34.3% | +48.5% | +43.6% |
| 1Y | +34.3% | +52.9% | -18.6% | -4.4% |
| 3Y | +282.2% | +132.2% | +150.0% | +98.1% |
| All | +214.2% | +126.3% | +87.9% | +73.0% |
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 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