+311.3%
ARM vs TNA
+117.6%
+193.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.5% |
| 7D | +11.4% | +4.1% | +7.3% | +8.7% |
| 30D | -7.4% | -7.6% | +0.2% | -3.0% |
| 3M | -24.5% | +8.1% | -32.6% | -27.1% |
| 6M | +128.7% | +49.0% | +79.6% | +86.1% |
| YTD | +139.3% | +51.7% | +87.5% | +90.9% |
| 1Y | +88.0% | +59.6% | +28.3% | +42.7% |
| All | +311.3% | +117.6% | +193.7% | +149.5% |
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