+87.7%
ARM vs TKO
-2.2%
+89.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | +12.5% | +0.7% | +11.8% | +12.4% |
| 30D | -1.4% | +0.9% | -2.2% | -1.4% |
| 3M | -18.7% | -6.2% | -12.5% | -18.3% |
| 6M | +124.6% | -5.6% | +130.3% | +120.2% |
| YTD | +141.7% | -7.8% | +149.6% | +137.2% |
| 1Y | +87.7% | -1.2% | +88.9% | +86.2% |
| All | +87.7% | -2.2% | +89.9% | +86.2% |
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 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