+86.1%
ARM vs TKO
+1.2%
+84.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.1% |
| 7D | +5.5% | +0.7% | +4.7% | +5.4% |
| 30D | -8.2% | +1.6% | -9.8% | -8.3% |
| 3M | -35.9% | -7.8% | -28.1% | -35.7% |
| 6M | +103.1% | -13.3% | +116.4% | +99.1% |
| YTD | +130.6% | -10.3% | +140.9% | +127.3% |
| 1Y | +86.1% | -0.6% | +86.7% | +87.8% |
| All | +86.1% | +1.2% | +84.9% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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