+162.2%
ARM vs TSLL
-46.6%
+208.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -21.9% | +8.8% | -7.8% |
| 7D | -27.1% | -28.9% | +1.8% | -21.0% |
| 30D | -44.9% | -21.4% | -23.5% | -41.7% |
| 3M | -39.3% | +5.0% | -44.3% | -40.4% |
| 6M | -20.2% | -36.6% | +16.4% | -13.9% |
| YTD | +52.5% | -56.6% | +109.2% | +76.1% |
| 1Y | +4.1% | -60.9% | +64.9% | +21.7% |
| 3Y | +211.7% | -25.2% | +236.9% | +158.7% |
| All | +162.2% | -46.6% | +208.8% | +153.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling