+199.6%
ARM vs TFC
+101.4%
+98.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -5.4% |
| 7D | +9.1% | +2.3% | +6.9% | +7.7% |
| 30D | -19.9% | +10.8% | -30.8% | -25.0% |
| 3M | -31.6% | -3.8% | -27.9% | -30.3% |
| 6M | -13.9% | +9.6% | -23.4% | -20.6% |
| YTD | +74.3% | +5.8% | +68.5% | +64.3% |
| 1Y | +35.8% | +16.2% | +19.6% | +19.5% |
| 3Y | +268.6% | +96.0% | +172.6% | +115.2% |
| All | +199.6% | +101.4% | +98.2% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling