+199.6%
ARM vs TTD
-81.7%
+281.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -5.0% |
| 7D | +9.1% | +21.3% | -12.2% | +3.5% |
| 30D | -19.9% | +28.7% | -48.7% | -25.3% |
| 3M | -31.6% | +7.7% | -39.3% | -33.5% |
| 6M | -13.9% | -23.5% | +9.6% | -9.4% |
| YTD | +74.3% | -58.7% | +133.0% | +117.1% |
| 1Y | +35.8% | -63.4% | +99.2% | +75.5% |
| 3Y | +268.6% | -75.3% | +343.9% | +323.1% |
| All | +199.6% | -81.7% | +281.3% | +291.8% |
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