+247.2%
ARM vs TDG
+45.5%
+201.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | -10.4% | +1.4% | -11.8% | -10.9% |
| 30D | -31.8% | +10.6% | -42.5% | -35.7% |
| 3M | -32.2% | +0.2% | -32.4% | -32.4% |
| 6M | -14.9% | +0.9% | -15.8% | -15.6% |
| YTD | +66.0% | -7.8% | +73.9% | +71.0% |
| 1Y | +17.2% | -4.9% | +22.1% | +18.1% |
| 3Y | +247.2% | +44.5% | +202.8% | +191.4% |
| All | +247.2% | +45.5% | +201.7% | +191.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling