+296.4%
ARM vs TDY
+48.5%
+248.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.5% | +3.5% |
| 7D | +5.5% | -1.8% | +7.3% | +7.0% |
| 30D | -8.2% | -10.7% | +2.5% | +0.6% |
| 3M | -35.9% | -1.3% | -34.6% | -34.5% |
| 6M | +103.1% | -10.6% | +113.7% | +122.8% |
| YTD | +130.6% | +19.6% | +111.1% | +107.9% |
| 1Y | +86.1% | +11.6% | +74.4% | +74.7% |
| All | +296.4% | +48.5% | +248.0% | +210.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling