+193.0%
ARM vs TE
-60.7%
+253.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.0% | +9.7% | +7.3% |
| 7D | -5.3% | -10.5% | +5.2% | -3.2% |
| 30D | -30.0% | -32.4% | +2.4% | -24.7% |
| 3M | -34.1% | -60.9% | +26.8% | -21.7% |
| 6M | -12.6% | -62.8% | +50.2% | +3.0% |
| YTD | +70.4% | -65.7% | +136.2% | +96.7% |
| 1Y | +22.3% | -39.9% | +62.2% | +26.1% |
| 3Y | +261.2% | +10.6% | +250.6% | +176.0% |
| All | +193.0% | -60.7% | +253.7% | +233.3% |
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