+174.6%
ARM vs TE
-59.5%
+234.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.2% | +4.0% |
| 7D | -15.2% | -12.6% | -2.6% | -12.9% |
| 30D | -40.7% | -36.7% | -4.0% | -35.3% |
| 3M | -39.1% | -57.5% | +18.4% | -28.8% |
| 6M | -26.4% | -55.2% | +28.8% | -15.9% |
| YTD | +59.7% | -64.7% | +124.4% | +83.3% |
| 1Y | +10.3% | -35.9% | +46.2% | +12.5% |
| 3Y | +228.9% | -31.8% | +260.6% | +175.5% |
| All | +174.6% | -59.5% | +234.1% | +210.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling