+228.9%
ARM vs TGT
+56.1%
+172.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.7% |
| 7D | -15.2% | +2.6% | -17.8% | -15.7% |
| 30D | -40.7% | +5.0% | -45.6% | -41.5% |
| 3M | -39.1% | +8.5% | -47.6% | -40.7% |
| 6M | -26.4% | +23.8% | -50.2% | -31.7% |
| YTD | +59.7% | +66.5% | -6.8% | +33.6% |
| 1Y | +10.3% | +84.9% | -74.5% | -11.4% |
| 3Y | +228.9% | +59.2% | +169.6% | +160.8% |
| All | +228.9% | +56.1% | +172.8% | +160.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling