+261.2%
ARM vs TSLL
-7.0%
+268.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.3% | +1.0% | -3.8% |
| 7D | -18.7% | -9.4% | -9.3% | -16.8% |
| 30D | -36.7% | +1.6% | -38.2% | -37.0% |
| 3M | -31.6% | +29.4% | -61.0% | -36.1% |
| 6M | -5.6% | -20.1% | +14.5% | -3.7% |
| YTD | +75.5% | -44.5% | +120.0% | +90.6% |
| 1Y | +19.3% | -46.0% | +65.3% | +29.1% |
| All | +261.2% | -7.0% | +268.2% | +193.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling