+64.9%
ARM vs TMO
+25.8%
+39.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | +4.8% | -2.5% | +7.2% | +5.1% |
| 30D | -5.5% | -0.3% | -5.2% | -5.4% |
| 3M | -17.3% | +25.3% | -42.6% | -22.0% |
| 6M | +110.9% | +20.9% | +90.0% | +97.8% |
| YTD | +132.5% | +4.3% | +128.2% | +132.0% |
| 1Y | +64.9% | +27.0% | +37.9% | +51.2% |
| All | +64.9% | +25.8% | +39.1% | +51.2% |
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