+19.3%
ARM vs TTMI
+9.6%
+9.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -10.1% | +4.8% | -0.6% |
| 7D | -18.7% | -19.2% | +0.5% | -10.3% |
| 30D | -36.7% | -44.9% | +8.2% | -18.5% |
| 3M | -31.6% | -44.7% | +13.1% | -12.2% |
| 6M | -5.6% | -53.4% | +47.8% | +31.6% |
| YTD | +75.5% | +6.3% | +69.1% | +105.6% |
| 1Y | +19.3% | +10.7% | +8.6% | +37.7% |
| All | +19.3% | +9.6% | +9.7% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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