+36.7%
ARM vs TTD
-64.4%
+101.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +3.6% | +8.4% | +11.4% |
| 7D | +6.0% | +20.8% | -14.8% | +2.8% |
| 30D | -20.3% | +33.8% | -54.2% | -23.7% |
| 3M | -24.4% | +17.8% | -42.2% | -26.8% |
| 6M | -4.4% | -25.7% | +21.4% | +0.5% |
| YTD | +86.0% | -57.9% | +143.9% | +116.7% |
| All | +36.7% | -64.4% | +101.1% | +67.5% |
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