+299.7%
ARM vs TKO
+98.9%
+200.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.6% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | -5.5% | -2.6% | -2.9% | -5.0% |
| 3M | -17.3% | -7.8% | -9.5% | -16.1% |
| 6M | +110.9% | -7.0% | +117.9% | +112.7% |
| YTD | +132.5% | -8.5% | +141.1% | +135.1% |
| 1Y | +64.9% | -1.3% | +66.2% | +62.1% |
| All | +299.7% | +98.9% | +200.9% | +224.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling