+296.4%
ARM vs TMF
-41.4%
+337.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.6% | +3.9% |
| 7D | +5.5% | -1.4% | +6.9% | +5.7% |
| 30D | -8.2% | -2.8% | -5.4% | -7.8% |
| 3M | -35.9% | -10.9% | -25.0% | -34.7% |
| 6M | +103.1% | -21.3% | +124.4% | +109.2% |
| YTD | +130.6% | -15.9% | +146.5% | +136.1% |
| 1Y | +86.1% | -15.7% | +101.8% | +90.4% |
| All | +296.4% | -41.4% | +337.9% | +277.6% |
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