+214.0%
ARM vs TFC
+84.5%
+129.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.0% | -11.1% | -11.9% |
| 7D | -27.1% | +1.1% | -28.2% | -27.6% |
| 30D | -44.9% | +7.8% | -52.7% | -47.4% |
| 3M | -39.3% | -4.8% | -34.5% | -37.7% |
| 6M | -20.2% | +1.8% | -22.0% | -22.4% |
| YTD | +52.5% | +4.4% | +48.1% | +45.0% |
| 1Y | +4.1% | +18.0% | -13.9% | -9.5% |
| All | +214.0% | +84.5% | +129.4% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling