+88.0%
ARM vs TTMI
+170.6%
-82.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.8% | +2.4% |
| 7D | +11.4% | +12.2% | -0.8% | +5.9% |
| 30D | -7.4% | -5.7% | -1.7% | -5.4% |
| 3M | -24.5% | -27.5% | +3.0% | -14.7% |
| 6M | +128.7% | +47.1% | +81.5% | +119.4% |
| YTD | +139.3% | +87.5% | +51.8% | +113.8% |
| 1Y | +88.0% | +175.2% | -87.3% | +54.3% |
| All | +88.0% | +170.6% | -82.6% | +54.3% |
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