+214.2%
ARM vs TMO
+37.1%
+177.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -0.6% |
| 7D | +19.8% | +3.3% | +16.5% | +18.2% |
| 30D | -21.8% | +5.5% | -27.3% | -23.1% |
| 3M | -26.5% | +16.1% | -42.6% | -30.8% |
| 6M | -3.9% | +52.6% | -56.5% | -21.8% |
| YTD | +82.8% | +21.0% | +61.7% | +67.4% |
| 1Y | +34.3% | +19.4% | +14.9% | +23.8% |
| 3Y | +282.2% | +57.5% | +224.7% | +160.5% |
| All | +214.2% | +37.1% | +177.1% | +166.5% |
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