+87.7%
ARM vs TDG
-12.7%
+100.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.6% |
| 7D | +12.5% | -2.4% | +14.9% | +13.4% |
| 30D | -1.4% | -8.0% | +6.6% | +1.5% |
| 3M | -18.7% | -10.5% | -8.2% | -15.2% |
| 6M | +124.6% | -11.9% | +136.5% | +129.9% |
| YTD | +141.7% | -15.4% | +157.1% | +148.4% |
| 1Y | +87.7% | -14.2% | +101.9% | +91.8% |
| All | +87.7% | -12.7% | +100.4% | +91.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling