+35.8%
ARM vs TFC
+15.8%
+20.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | 0.0% | +12.1% | +12.1% |
| 7D | +6.0% | -1.2% | +7.2% | +6.3% |
| 30D | -20.3% | +7.8% | -28.1% | -21.6% |
| 3M | -24.4% | -3.0% | -21.4% | -23.6% |
| 6M | -4.4% | +5.8% | -10.2% | -7.4% |
| YTD | +86.0% | +5.3% | +80.8% | +76.9% |
| 1Y | +35.8% | +15.7% | +20.1% | +27.6% |
| All | +35.8% | +15.8% | +20.0% | +27.6% |
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 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