+311.3%
ARM vs TDY
+47.1%
+264.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.7% | +4.5% |
| 7D | +11.4% | -0.9% | +12.3% | +12.2% |
| 30D | -7.4% | -12.5% | +5.0% | +3.1% |
| 3M | -24.5% | -1.2% | -23.3% | -23.0% |
| 6M | +128.7% | -6.6% | +135.2% | +144.0% |
| YTD | +139.3% | +18.5% | +120.8% | +117.2% |
| 1Y | +88.0% | +10.8% | +77.2% | +77.6% |
| All | +311.3% | +47.1% | +264.2% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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