+214.2%
ARM vs TDG
+61.8%
+152.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | +0.1% |
| 7D | +19.8% | +1.2% | +18.7% | +19.2% |
| 30D | -21.8% | +8.1% | -29.9% | -25.1% |
| 3M | -26.5% | -2.6% | -23.9% | -25.5% |
| 6M | -3.9% | +1.0% | -4.9% | -4.7% |
| YTD | +82.8% | -9.5% | +92.3% | +90.2% |
| 1Y | +34.3% | -8.0% | +42.3% | +38.1% |
| 3Y | +282.2% | +41.8% | +240.4% | +220.2% |
| All | +214.2% | +61.8% | +152.4% | +143.0% |
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