+299.7%
ARM vs TDG
+51.5%
+248.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.9% |
| 7D | +4.8% | -2.7% | +7.5% | +6.3% |
| 30D | -5.5% | -9.3% | +3.8% | -0.5% |
| 3M | -17.3% | -7.1% | -10.3% | -14.0% |
| 6M | +110.9% | -11.2% | +122.0% | +122.9% |
| YTD | +132.5% | -15.3% | +147.8% | +150.4% |
| 1Y | +64.9% | -12.5% | +77.4% | +73.1% |
| All | +299.7% | +51.5% | +248.2% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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