+174.6%
ARM vs TTD
-84.9%
+259.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.5% |
| 7D | -15.2% | +5.2% | -20.4% | -16.3% |
| 30D | -40.7% | +6.9% | -47.6% | -41.8% |
| 3M | -39.1% | -26.8% | -12.3% | -34.7% |
| 6M | -26.4% | -46.1% | +19.7% | -14.6% |
| YTD | +59.7% | -65.9% | +125.7% | +109.8% |
| 1Y | +10.3% | -71.8% | +82.2% | +53.6% |
| 3Y | +228.9% | -83.3% | +312.2% | +319.6% |
| All | +174.6% | -84.9% | +259.5% | +278.6% |
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