+193.0%
ARM vs TNA
+85.9%
+107.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +9.6% | -2.9% | +0.8% |
| 7D | -5.3% | +2.3% | -7.6% | -6.7% |
| 30D | -30.0% | +1.4% | -31.4% | -30.5% |
| 3M | -34.1% | -21.1% | -13.0% | -24.0% |
| 6M | -12.6% | -9.4% | -3.3% | -6.0% |
| YTD | +70.4% | +29.6% | +40.8% | +49.5% |
| 1Y | +22.3% | +34.6% | -12.4% | +3.8% |
| 3Y | +261.2% | +155.9% | +105.3% | +92.3% |
| All | +193.0% | +85.9% | +107.0% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 5y: compounded portfolio wealth divided by compounded TNA 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…
5y analysis · Full analysis span regression · 6 months rolling