+185.4%
ARM vs TTD
-82.0%
+267.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -3.5% |
| 7D | -10.4% | +19.9% | -30.3% | -14.7% |
| 30D | -31.8% | +27.6% | -59.5% | -36.3% |
| 3M | -32.2% | +15.2% | -47.4% | -35.4% |
| 6M | -14.9% | -33.2% | +18.3% | -7.1% |
| YTD | +66.0% | -59.4% | +125.4% | +107.6% |
| 1Y | +17.2% | -64.4% | +81.6% | +52.5% |
| 3Y | +247.2% | -75.9% | +323.1% | +301.1% |
| All | +185.4% | -82.0% | +267.4% | +274.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling