+296.4%
ARM vs TGT
+48.5%
+247.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.7% | +3.8% |
| 7D | +5.5% | +0.8% | +4.7% | +5.2% |
| 30D | -8.2% | +12.2% | -20.4% | -11.2% |
| 3M | -35.9% | +33.8% | -69.7% | -41.7% |
| 6M | +103.1% | +39.3% | +63.8% | +81.9% |
| YTD | +130.6% | +72.9% | +57.8% | +91.2% |
| 1Y | +86.1% | +84.6% | +1.5% | +50.3% |
| All | +296.4% | +48.5% | +247.9% | +215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling