+88.0%
ARM vs TE
+153.0%
-65.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.0% | -6.3% | +2.0% |
| 7D | +11.4% | +18.2% | -6.8% | +8.1% |
| 30D | -7.4% | -13.5% | +6.1% | -5.5% |
| 3M | -24.5% | -44.6% | +20.1% | -18.6% |
| 6M | +128.7% | -24.7% | +153.4% | +135.6% |
| YTD | +139.3% | -24.3% | +163.5% | +143.5% |
| 1Y | +88.0% | +155.6% | -67.6% | +75.0% |
| All | +88.0% | +153.0% | -65.0% | +75.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling