+311.3%
ARM vs TMO
+18.1%
+293.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.5% |
| 7D | +11.4% | +0.4% | +11.0% | +11.1% |
| 30D | -7.4% | +1.5% | -9.0% | -8.1% |
| 3M | -24.5% | +28.5% | -53.0% | -34.2% |
| 6M | +128.7% | +20.4% | +108.3% | +105.2% |
| YTD | +139.3% | +4.3% | +135.0% | +132.5% |
| 1Y | +88.0% | +24.1% | +63.9% | +63.7% |
| All | +311.3% | +18.1% | +293.2% | +270.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling