+174.6%
ARM vs TPR
+359.7%
-185.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.8% | +5.2% |
| 7D | -15.2% | +14.2% | -29.4% | -21.4% |
| 30D | -40.7% | +17.1% | -57.8% | -45.9% |
| 3M | -39.1% | -17.7% | -21.4% | -34.2% |
| 6M | -26.4% | -10.2% | -16.2% | -25.2% |
| YTD | +59.7% | +4.9% | +54.8% | +48.0% |
| 1Y | +10.3% | +36.1% | -25.8% | -13.2% |
| 3Y | +228.9% | +416.5% | -187.6% | -1.3% |
| All | +174.6% | +359.7% | -185.1% | -13.6% |
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