+316.4%
ARM vs TMO
+19.4%
+297.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.7% |
| 7D | +5.0% | -0.6% | +5.7% | +5.3% |
| 30D | -2.6% | +1.1% | -3.7% | -3.1% |
| 3M | -22.6% | +28.3% | -51.0% | -32.1% |
| 6M | +120.5% | +23.3% | +97.2% | +95.6% |
| YTD | +142.2% | +5.5% | +136.8% | +134.3% |
| 1Y | +71.2% | +24.5% | +46.6% | +49.3% |
| All | +316.4% | +19.4% | +297.0% | +273.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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