+185.4%
ARM vs TE
-64.5%
+249.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.6% | +7.0% | -0.7% |
| 7D | -10.4% | -26.9% | +16.5% | -4.7% |
| 30D | -31.8% | -38.9% | +7.1% | -25.2% |
| 3M | -32.2% | -61.0% | +28.8% | -19.4% |
| 6M | -14.9% | -66.4% | +51.5% | +2.3% |
| YTD | +66.0% | -69.0% | +135.0% | +95.3% |
| 1Y | +17.2% | -54.0% | +71.2% | +27.0% |
| 3Y | +247.2% | +38.0% | +209.2% | +160.3% |
| All | +185.4% | -64.5% | +249.9% | +231.0% |
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