+199.6%
ARM vs TPG
+78.9%
+120.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.8% |
| 7D | +9.1% | +5.0% | +4.1% | +5.7% |
| 30D | -19.9% | +15.7% | -35.6% | -27.7% |
| 3M | -31.6% | -10.6% | -21.0% | -27.0% |
| 6M | -13.9% | +15.9% | -29.8% | -23.4% |
| YTD | +74.3% | -20.6% | +94.9% | +98.0% |
| 1Y | +35.8% | -11.8% | +47.5% | +40.9% |
| 3Y | +268.6% | +71.6% | +197.0% | +87.9% |
| All | +199.6% | +78.9% | +120.8% | +45.8% |
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