+296.4%
ARM vs TTD
-83.2%
+379.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.4% | +8.3% | +5.1% |
| 7D | +5.5% | +6.3% | -0.9% | +3.5% |
| 30D | -8.2% | -23.9% | +15.7% | -2.2% |
| 3M | -35.9% | -31.4% | -4.5% | -29.8% |
| 6M | +103.1% | -42.7% | +145.8% | +129.8% |
| YTD | +130.6% | -62.0% | +192.6% | +195.6% |
| 1Y | +86.1% | -72.2% | +158.3% | +160.9% |
| All | +296.4% | -83.2% | +379.6% | +433.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling