+214.2%
ARM vs TE
-66.2%
+280.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.5% | +5.8% | -0.3% |
| 7D | +19.8% | -13.6% | +33.4% | +23.2% |
| 30D | -21.8% | -37.7% | +15.9% | -14.5% |
| 3M | -26.5% | -59.8% | +33.3% | -12.9% |
| 6M | -3.9% | -66.3% | +62.4% | +15.8% |
| YTD | +82.8% | -70.5% | +153.3% | +117.1% |
| 1Y | +34.3% | -48.8% | +83.1% | +43.4% |
| 3Y | +282.2% | +31.3% | +250.9% | +189.3% |
| All | +214.2% | -66.2% | +280.4% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling