+103.1%
ARM vs TSLL
-35.1%
+138.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -11.8% | +15.8% | +7.4% |
| 7D | +5.5% | +1.9% | +3.6% | +3.9% |
| 30D | -8.2% | +17.8% | -26.0% | -14.6% |
| 3M | -35.9% | -37.0% | +1.1% | -27.8% |
| 6M | +103.1% | -37.7% | +140.8% | +139.3% |
| All | +103.1% | -35.1% | +138.2% | +139.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling