+86.1%
ARM vs TLN
-17.2%
+103.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.8% | +0.2% | +1.6% |
| 7D | +5.5% | +7.1% | -1.6% | +1.0% |
| 30D | -8.2% | -3.9% | -4.3% | -6.2% |
| 3M | -35.9% | -16.2% | -19.8% | -28.6% |
| 6M | +103.1% | -5.8% | +108.9% | +112.1% |
| YTD | +130.6% | -15.4% | +146.0% | +145.1% |
| 1Y | +86.1% | -16.7% | +102.7% | +105.3% |
| All | +86.1% | -17.2% | +103.3% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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