+214.2%
ARM vs TGT
+46.3%
+167.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +19.8% | +2.6% | +17.2% | +19.2% |
| 30D | -21.8% | +6.6% | -28.4% | -23.1% |
| 3M | -26.5% | +5.2% | -31.7% | -27.8% |
| 6M | -3.9% | +35.3% | -39.2% | -13.4% |
| YTD | +82.8% | +70.3% | +12.4% | +51.8% |
| 1Y | +34.3% | +81.2% | -46.8% | +8.9% |
| 3Y | +282.2% | +66.9% | +215.3% | +189.3% |
| All | +214.2% | +46.3% | +167.8% | +150.2% |
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