+10.3%
ARM vs TT
-7.6%
+17.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.4% | +2.3% |
| 7D | -15.2% | -2.0% | -13.2% | -13.0% |
| 30D | -40.7% | -14.0% | -26.7% | -31.1% |
| 3M | -39.1% | -15.9% | -23.2% | -27.8% |
| 6M | -26.4% | -17.3% | -9.1% | -10.7% |
| YTD | +59.7% | +4.0% | +55.8% | +72.8% |
| 1Y | +10.3% | -7.1% | +17.5% | +26.6% |
| All | +10.3% | -7.6% | +17.9% | +26.6% |
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