+86.1%
ARM vs TPR
+18.2%
+67.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.1% |
| 7D | +5.5% | -2.7% | +8.1% | +6.6% |
| 30D | -8.2% | -23.3% | +15.1% | +1.6% |
| 3M | -35.9% | -12.8% | -23.1% | -34.7% |
| 6M | +103.1% | -21.7% | +124.8% | +116.7% |
| YTD | +130.6% | -3.9% | +134.5% | +127.3% |
| 1Y | +86.1% | +16.9% | +69.2% | +78.3% |
| All | +86.1% | +18.2% | +67.9% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling