+10.3%
ARM vs TTMI
-5.5%
+15.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.9% | -2.2% | +1.4% |
| 7D | -15.2% | -19.8% | +4.6% | -6.0% |
| 30D | -40.7% | -48.1% | +7.4% | -21.2% |
| 3M | -39.1% | -51.2% | +12.1% | -16.9% |
| 6M | -26.4% | -59.6% | +33.2% | +9.1% |
| YTD | +59.7% | -3.6% | +63.4% | +96.5% |
| 1Y | +10.3% | -2.3% | +12.7% | +34.6% |
| All | +10.3% | -5.5% | +15.9% | +34.6% |
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