+19.3%
ARM vs TFC
+20.8%
-1.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.0% | -8.2% | -5.7% |
| 7D | -18.7% | +5.1% | -23.8% | -19.4% |
| 30D | -36.7% | +9.8% | -46.5% | -37.9% |
| 3M | -31.6% | -2.4% | -29.2% | -31.1% |
| 6M | -5.6% | +4.9% | -10.6% | -6.9% |
| YTD | +75.5% | +6.6% | +68.9% | +67.1% |
| 1Y | +19.3% | +21.3% | -2.0% | +12.9% |
| All | +19.3% | +20.8% | -1.5% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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