+174.6%
ARM vs TFC
+97.0%
+77.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.7% | +5.3% |
| 7D | -15.2% | +1.2% | -16.4% | -15.9% |
| 30D | -40.7% | +8.3% | -49.0% | -43.7% |
| 3M | -39.1% | -5.2% | -33.9% | -37.3% |
| 6M | -26.4% | -0.8% | -25.6% | -27.4% |
| YTD | +59.7% | +3.4% | +56.3% | +52.5% |
| 1Y | +10.3% | +17.0% | -6.7% | -3.7% |
| 3Y | +228.9% | +86.2% | +142.7% | +98.9% |
| All | +174.6% | +97.0% | +77.6% | +60.0% |
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