+59.7%
ARM vs TEM
+61.6%
-1.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +5.5% | +0.9% | +4.5% | +5.3% |
| 30D | -8.2% | +38.4% | -46.6% | -15.5% |
| 3M | -35.9% | +23.7% | -59.6% | -39.6% |
| 6M | +103.1% | +26.0% | +77.1% | +89.2% |
| YTD | +130.6% | +9.4% | +121.2% | +119.8% |
| 1Y | +86.1% | -17.3% | +103.4% | +86.3% |
| All | +59.7% | +61.6% | -1.9% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling