+19.3%
ARM vs TT
-6.5%
+25.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.6% | -3.7% |
| 7D | -18.7% | -8.5% | -10.2% | -11.3% |
| 30D | -36.7% | -12.8% | -23.9% | -27.9% |
| 3M | -31.6% | -12.9% | -18.8% | -22.1% |
| 6M | -5.6% | -15.2% | +9.6% | +11.2% |
| YTD | +75.5% | +6.2% | +69.3% | +84.8% |
| 1Y | +19.3% | -4.5% | +23.9% | +33.2% |
| All | +19.3% | -6.5% | +25.8% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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