+86.1%
ARM vs TSLL
-22.3%
+108.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -11.8% | +15.8% | +7.0% |
| 7D | +5.5% | +1.9% | +3.6% | +4.2% |
| 30D | -8.2% | +17.8% | -26.0% | -13.4% |
| 3M | -35.9% | -37.0% | +1.1% | -29.8% |
| 6M | +103.1% | -37.7% | +140.8% | +118.4% |
| YTD | +130.6% | -51.4% | +182.0% | +158.7% |
| 1Y | +86.1% | -23.4% | +109.4% | +97.8% |
| All | +86.1% | -22.3% | +108.4% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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