+296.4%
ARM vs TSEM
+687.6%
-391.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.8% | -3.9% | -0.2% |
| 7D | +5.5% | +6.9% | -1.4% | +1.7% |
| 30D | -8.2% | +5.3% | -13.5% | -11.7% |
| 3M | -35.9% | -14.9% | -21.0% | -32.4% |
| 6M | +103.1% | +80.0% | +23.1% | +32.6% |
| YTD | +130.6% | +89.4% | +41.3% | +40.4% |
| 1Y | +86.1% | +253.1% | -167.0% | -30.4% |
| All | +296.4% | +687.6% | -391.2% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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