+18.0%
ARM vs TEM
+111.1%
-93.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +11.0% | -4.3% | +4.3% |
| 7D | -5.3% | +7.6% | -12.9% | -6.7% |
| 30D | -30.0% | +19.0% | -49.1% | -32.5% |
| 3M | -34.1% | +62.2% | -96.3% | -41.7% |
| 6M | -12.6% | +69.4% | -82.0% | -23.8% |
| YTD | +70.4% | +43.0% | +27.4% | +52.1% |
| 1Y | +22.3% | +18.0% | +4.3% | +13.2% |
| All | +18.0% | +111.1% | -93.1% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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