+19.3%
ARM vs TTD
-72.7%
+92.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.9% | -8.2% | -5.7% |
| 7D | -18.7% | +3.7% | -22.4% | -19.0% |
| 30D | -36.7% | +10.4% | -47.1% | -37.5% |
| 3M | -31.6% | -31.6% | 0.0% | -27.7% |
| 6M | -5.6% | -45.1% | +39.5% | +4.8% |
| YTD | +75.5% | -65.1% | +140.6% | +111.9% |
| 1Y | +19.3% | -72.0% | +91.3% | +51.4% |
| All | +19.3% | -72.7% | +92.0% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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