+214.2%
ARM vs TPG
+78.3%
+135.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.5% |
| 7D | +19.8% | +4.2% | +15.7% | +16.8% |
| 30D | -21.8% | +13.5% | -35.3% | -28.4% |
| 3M | -26.5% | -3.3% | -23.2% | -25.8% |
| 6M | -3.9% | +11.8% | -15.7% | -12.6% |
| YTD | +82.8% | -20.9% | +103.6% | +108.0% |
| 1Y | +34.3% | -13.1% | +47.4% | +41.2% |
| 3Y | +282.2% | +72.9% | +209.3% | +93.2% |
| All | +214.2% | +78.3% | +135.9% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling