+214.0%
ARM vs TTD
-83.9%
+297.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.2% | -9.9% | -12.3% |
| 7D | -27.1% | -1.9% | -25.2% | -26.7% |
| 30D | -44.9% | +7.5% | -52.4% | -45.9% |
| 3M | -39.3% | -32.4% | -6.8% | -33.7% |
| 6M | -20.2% | -47.9% | +27.8% | -7.0% |
| YTD | +52.5% | -66.3% | +118.8% | +99.0% |
| 1Y | +4.1% | -73.1% | +77.2% | +45.4% |
| All | +214.0% | -83.9% | +297.8% | +294.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling