+35.8%
ARM vs TMO
+19.9%
+15.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | +9.1% | +0.8% | +8.3% | +8.9% |
| 30D | -19.9% | +4.0% | -24.0% | -20.0% |
| 3M | -31.6% | +17.6% | -49.2% | -32.4% |
| 6M | -13.9% | +57.3% | -71.1% | -21.2% |
| YTD | +74.3% | +21.2% | +53.1% | +73.6% |
| 1Y | +35.8% | +21.1% | +14.7% | +34.7% |
| All | +35.8% | +19.9% | +15.9% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling