+185.4%
ARM vs TFC
+100.5%
+84.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.5% |
| 7D | -10.4% | +1.7% | -12.1% | -11.2% |
| 30D | -31.8% | +9.0% | -40.8% | -35.5% |
| 3M | -32.2% | -2.1% | -30.1% | -31.6% |
| 6M | -14.9% | +3.4% | -18.3% | -18.3% |
| YTD | +66.0% | +5.3% | +60.7% | +57.0% |
| 1Y | +17.2% | +16.2% | +1.0% | +3.1% |
| 3Y | +247.2% | +94.8% | +152.4% | +103.6% |
| All | +185.4% | +100.5% | +84.9% | +64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling