+296.4%
ARM vs TT
+121.9%
+174.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.2% |
| 7D | +5.5% | 0.0% | +5.5% | +5.5% |
| 30D | -8.2% | -7.2% | -1.0% | -1.8% |
| 3M | -35.9% | -3.0% | -33.0% | -33.8% |
| 6M | +103.1% | +1.4% | +101.8% | +103.2% |
| YTD | +130.6% | +15.9% | +114.7% | +104.0% |
| 1Y | +86.1% | +9.4% | +76.6% | +72.5% |
| All | +296.4% | +121.9% | +174.5% | +137.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling