+311.3%
ARM vs TDG
+54.0%
+257.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.5% |
| 7D | +11.4% | -0.9% | +12.3% | +11.9% |
| 30D | -7.4% | -6.5% | -0.9% | -4.1% |
| 3M | -24.5% | -5.1% | -19.4% | -22.5% |
| 6M | +128.7% | -11.5% | +140.2% | +142.3% |
| YTD | +139.3% | -13.9% | +153.1% | +155.5% |
| 1Y | +88.0% | -11.5% | +99.4% | +95.9% |
| All | +311.3% | +54.0% | +257.3% | +226.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling