+199.6%
ARM vs TE
-67.2%
+266.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.0% | -1.6% | -4.0% |
| 7D | +9.1% | -19.1% | +28.2% | +13.6% |
| 30D | -19.9% | -34.1% | +14.2% | -13.4% |
| 3M | -31.6% | -60.1% | +28.5% | -18.8% |
| 6M | -13.9% | -66.0% | +52.1% | +3.8% |
| YTD | +74.3% | -71.4% | +145.7% | +108.3% |
| 1Y | +35.8% | -45.3% | +81.1% | +43.5% |
| 3Y | +268.6% | +9.1% | +259.5% | +186.6% |
| All | +199.6% | -67.2% | +266.9% | +253.1% |
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