+315.5%
ARM vs TPG
+79.1%
+236.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +5.0% | +3.7% |
| 7D | +12.5% | -6.5% | +19.0% | +17.4% |
| 30D | -1.4% | +0.1% | -1.4% | -2.3% |
| 3M | -18.7% | +14.5% | -33.2% | -26.7% |
| 6M | +124.6% | +17.3% | +107.3% | +97.3% |
| YTD | +141.7% | -20.5% | +162.2% | +175.7% |
| 1Y | +87.7% | -13.2% | +100.9% | +96.5% |
| All | +315.5% | +79.1% | +236.4% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling