+174.6%
ARM vs TLN
+516.8%
-342.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.1% | -2.3% | +1.2% |
| 7D | -15.2% | -1.3% | -13.9% | -14.6% |
| 30D | -40.7% | -10.5% | -30.2% | -37.3% |
| 3M | -39.1% | +0.1% | -39.2% | -39.3% |
| 6M | -26.4% | -17.4% | -9.0% | -19.6% |
| YTD | +59.7% | -9.7% | +69.4% | +65.0% |
| 1Y | +10.3% | -12.3% | +22.6% | +14.8% |
| 3Y | +228.9% | +528.3% | -299.4% | +134.8% |
| All | +174.6% | +516.8% | -342.2% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling