+17.2%
ARM vs TEM
+6.2%
+11.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -1.3% |
| 7D | -10.4% | +3.5% | -13.9% | -11.1% |
| 30D | -31.8% | +13.5% | -45.4% | -34.0% |
| 3M | -32.2% | +46.3% | -78.5% | -40.3% |
| 6M | -14.9% | +61.5% | -76.4% | -28.6% |
| YTD | +66.0% | +36.4% | +29.6% | +39.6% |
| 1Y | +17.2% | +12.2% | +5.0% | +6.3% |
| All | +17.2% | +6.2% | +11.0% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling