+296.4%
ARM vs TT
+121.4%
+175.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.4% |
| 7D | +5.5% | -0.2% | +5.7% | +5.7% |
| 30D | -8.2% | -7.4% | -0.8% | -1.6% |
| 3M | -35.9% | -3.2% | -32.7% | -33.7% |
| 6M | +103.1% | +1.1% | +102.0% | +103.6% |
| YTD | +130.6% | +15.6% | +115.0% | +104.4% |
| 1Y | +86.1% | +9.2% | +76.9% | +72.9% |
| All | +296.4% | +121.4% | +175.0% | +138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling