+162.2%
ARM vs TPR
+364.5%
-202.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +7.1% | -20.1% | -16.5% |
| 7D | -27.1% | +13.9% | -41.0% | -32.3% |
| 30D | -44.9% | +14.9% | -59.8% | -49.2% |
| 3M | -39.3% | -15.4% | -23.9% | -35.4% |
| 6M | -20.2% | -4.5% | -15.7% | -21.5% |
| YTD | +52.5% | +6.0% | +46.5% | +40.7% |
| 1Y | +4.1% | +24.3% | -20.2% | -13.6% |
| 3Y | +211.7% | +412.8% | -201.1% | -6.3% |
| All | +162.2% | +364.5% | -202.3% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling