+162.2%
ARM vs TLN
+476.0%
-313.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.2% | -9.8% | -11.5% |
| 7D | -27.1% | -9.4% | -17.8% | -23.3% |
| 30D | -44.9% | -15.2% | -29.7% | -40.1% |
| 3M | -39.3% | -4.1% | -35.2% | -38.1% |
| 6M | -20.2% | -17.8% | -2.3% | -12.0% |
| YTD | +52.5% | -15.6% | +68.2% | +63.0% |
| 1Y | +4.1% | -21.6% | +25.7% | +14.2% |
| 3Y | +211.7% | +497.6% | -285.9% | +130.5% |
| All | +162.2% | +476.0% | -313.8% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling