+311.3%
ARM vs TKO
+104.8%
+206.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.0% | -1.3% | +2.4% |
| 7D | +11.4% | +7.2% | +4.2% | +9.3% |
| 30D | -7.4% | +4.7% | -12.1% | -8.7% |
| 3M | -24.5% | -3.2% | -21.3% | -24.5% |
| 6M | +128.7% | -2.9% | +131.5% | +128.1% |
| YTD | +139.3% | -5.8% | +145.1% | +140.1% |
| 1Y | +88.0% | -1.1% | +89.0% | +85.0% |
| All | +311.3% | +104.8% | +206.5% | +231.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling