+185.4%
ARM vs TGT
+47.1%
+138.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.2% |
| 7D | -10.4% | +5.5% | -15.9% | -11.4% |
| 30D | -31.8% | +6.0% | -37.9% | -32.9% |
| 3M | -32.2% | +8.0% | -40.2% | -33.9% |
| 6M | -14.9% | +32.3% | -47.2% | -22.8% |
| YTD | +66.0% | +71.3% | -5.2% | +37.7% |
| 1Y | +17.2% | +86.8% | -69.6% | -6.0% |
| 3Y | +247.2% | +67.9% | +179.4% | +162.4% |
| All | +185.4% | +47.1% | +138.3% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling