+17.2%
ARM vs TGT
+83.3%
-66.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -3.0% |
| 7D | -10.4% | +4.8% | -15.2% | -9.4% |
| 30D | -31.8% | +5.3% | -37.1% | -30.8% |
| 3M | -32.2% | +7.2% | -39.5% | -30.9% |
| 6M | -14.9% | +31.4% | -46.3% | -13.8% |
| YTD | +66.0% | +70.1% | -4.0% | +67.3% |
| 1Y | +17.2% | +85.5% | -68.3% | +18.2% |
| All | +17.2% | +83.3% | -66.1% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling