+162.2%
ARM vs TMF
-41.9%
+204.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.6% | -13.6% | -13.2% |
| 7D | -27.1% | +2.7% | -29.8% | -27.5% |
| 30D | -44.9% | +19.3% | -64.2% | -46.7% |
| 3M | -39.3% | -3.7% | -35.6% | -39.0% |
| 6M | -20.2% | -11.3% | -8.9% | -18.7% |
| YTD | +52.5% | -16.6% | +69.1% | +56.2% |
| 1Y | +4.1% | -21.1% | +25.2% | +7.1% |
| 3Y | +211.7% | -26.8% | +238.5% | +203.9% |
| All | +162.2% | -41.9% | +204.1% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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