+296.4%
ARM vs TNA
+120.5%
+175.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.5% |
| 7D | +5.5% | -0.1% | +5.5% | +5.5% |
| 30D | -8.2% | -4.9% | -3.3% | -5.5% |
| 3M | -35.9% | +0.4% | -36.3% | -35.2% |
| 6M | +103.1% | +32.5% | +70.6% | +75.9% |
| YTD | +130.6% | +53.7% | +76.9% | +82.7% |
| 1Y | +86.1% | +65.1% | +21.0% | +38.6% |
| All | +296.4% | +120.5% | +175.9% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling