+20.3%
ARM vs TLN
-8.1%
+28.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.2% | -0.5% | +2.1% |
| 7D | -5.3% | +9.1% | -14.4% | -10.3% |
| 30D | -30.0% | -4.1% | -26.0% | -28.2% |
| 3M | -34.1% | +4.4% | -38.5% | -36.4% |
| 6M | -12.6% | -6.0% | -6.6% | -11.6% |
| YTD | +70.4% | -3.1% | +73.6% | +63.6% |
| All | +20.3% | -8.1% | +28.4% | +18.4% |
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 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