+193.0%
ARM vs TFC
+100.8%
+92.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.9% | +4.8% | +5.5% |
| 7D | -5.3% | +0.3% | -5.6% | -5.5% |
| 30D | -30.0% | +9.2% | -39.2% | -33.8% |
| 3M | -34.1% | -2.9% | -31.2% | -33.1% |
| 6M | -12.6% | +3.5% | -16.1% | -16.3% |
| YTD | +70.4% | +5.4% | +65.0% | +61.0% |
| 1Y | +22.3% | +17.3% | +4.9% | +6.8% |
| 3Y | +261.2% | +96.7% | +164.5% | +110.3% |
| All | +193.0% | +100.8% | +92.2% | +68.8% |
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