+19.3%
ARM vs TLN
-17.6%
+36.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -8.5% | +3.3% | -0.1% |
| 7D | -18.7% | -6.0% | -12.7% | -15.6% |
| 30D | -36.7% | -1.5% | -35.1% | -36.5% |
| 3M | -31.6% | -3.9% | -27.7% | -30.7% |
| 6M | -5.6% | -15.0% | +9.4% | +2.1% |
| YTD | +75.5% | -12.8% | +88.3% | +79.6% |
| 1Y | +19.3% | -17.3% | +36.7% | +25.5% |
| All | +19.3% | -17.6% | +36.9% | +25.5% |
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