+185.4%
ARM vs TKO
+109.8%
+75.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -10.4% | +6.4% | -16.8% | -11.7% |
| 30D | -31.8% | +11.9% | -43.8% | -33.7% |
| 3M | -32.2% | +5.6% | -37.8% | -33.3% |
| 6M | -14.9% | +7.5% | -22.4% | -17.5% |
| YTD | +66.0% | -3.5% | +69.6% | +65.6% |
| 1Y | +17.2% | +13.0% | +4.3% | +11.3% |
| 3Y | +247.2% | +157.6% | +89.6% | +182.0% |
| All | +185.4% | +109.8% | +75.7% | +128.2% |
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