+296.4%
ARM vs TDG
+56.3%
+240.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.6% | +3.7% |
| 7D | +5.5% | -2.0% | +7.5% | +6.6% |
| 30D | -8.2% | -7.4% | -0.8% | -4.4% |
| 3M | -35.9% | -5.4% | -30.5% | -34.1% |
| 6M | +103.1% | -11.6% | +114.8% | +115.6% |
| YTD | +130.6% | -12.6% | +143.2% | +144.5% |
| 1Y | +86.1% | -9.3% | +95.4% | +91.3% |
| All | +296.4% | +56.3% | +240.2% | +212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling