+228.9%
ARM vs TE
-36.2%
+265.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.2% | +4.1% |
| 7D | -15.2% | -12.6% | -2.6% | -12.9% |
| 30D | -40.7% | -36.7% | -4.0% | -35.4% |
| 3M | -39.1% | -57.5% | +18.4% | -29.0% |
| 6M | -26.4% | -55.2% | +28.8% | -16.1% |
| YTD | +59.7% | -64.7% | +124.4% | +83.1% |
| 1Y | +10.3% | -35.9% | +46.2% | +12.7% |
| 3Y | +228.9% | -31.8% | +260.6% | +162.4% |
| All | +228.9% | -36.2% | +265.1% | +162.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling