+14.9%
ARM vs TEM
+101.4%
-86.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -1.6% |
| 7D | -10.4% | +3.5% | -13.9% | -10.9% |
| 30D | -31.8% | +13.5% | -45.4% | -33.6% |
| 3M | -32.2% | +46.3% | -78.5% | -38.6% |
| 6M | -14.9% | +61.5% | -76.4% | -25.0% |
| YTD | +66.0% | +36.4% | +29.6% | +49.6% |
| 1Y | +17.2% | +12.2% | +5.0% | +9.7% |
| All | +14.9% | +101.4% | -86.4% | -8.3% |
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