+219.8%
ARM vs TE
-63.5%
+283.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +2.9% | +9.2% | +11.5% |
| 7D | +6.0% | -22.0% | +28.0% | +11.4% |
| 30D | -20.3% | -33.6% | +13.3% | -14.0% |
| 3M | -24.4% | -61.1% | +36.7% | -10.1% |
| 6M | -4.4% | -64.7% | +60.4% | +14.1% |
| YTD | +86.0% | -68.1% | +154.2% | +117.7% |
| 1Y | +35.8% | -51.7% | +87.5% | +45.9% |
| 3Y | +289.1% | +42.0% | +247.1% | +190.1% |
| All | +219.8% | -63.5% | +283.3% | +269.0% |
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