+10.6%
ARM vs TEM
+90.1%
-79.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.0% | -3.2% | +3.0% |
| 7D | -15.2% | +5.3% | -20.5% | -16.1% |
| 30D | -40.7% | +8.1% | -48.8% | -41.6% |
| 3M | -39.1% | +64.9% | -104.0% | -46.5% |
| 6M | -26.4% | +42.1% | -68.6% | -33.3% |
| YTD | +59.7% | +28.8% | +31.0% | +45.7% |
| 1Y | +10.3% | +5.5% | +4.9% | +4.6% |
| All | +10.6% | +90.1% | -79.5% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling