+296.4%
ARM vs TKO
+95.0%
+201.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.4% |
| 7D | +5.5% | +0.7% | +4.7% | +5.2% |
| 30D | -8.2% | +1.6% | -9.8% | -8.7% |
| 3M | -35.9% | -7.8% | -28.1% | -35.1% |
| 6M | +103.1% | -13.3% | +116.4% | +108.8% |
| YTD | +130.6% | -10.3% | +140.9% | +134.4% |
| 1Y | +86.1% | -0.6% | +86.7% | +82.1% |
| All | +296.4% | +95.0% | +201.4% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling