+296.4%
ARM vs TPG
+92.8%
+203.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.7% |
| 7D | +5.5% | -2.4% | +7.9% | +7.2% |
| 30D | -8.2% | +11.1% | -19.3% | -15.1% |
| 3M | -35.9% | +26.3% | -62.2% | -45.9% |
| 6M | +103.1% | +18.3% | +84.8% | +78.3% |
| YTD | +130.6% | -14.4% | +145.1% | +150.9% |
| 1Y | +86.1% | -6.7% | +92.8% | +86.0% |
| All | +296.4% | +92.8% | +203.6% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling