+20.3%
ARM vs TTMI
+7.7%
+12.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +13.3% | -6.6% | +0.3% |
| 7D | -5.3% | -1.6% | -3.7% | -4.8% |
| 30D | -30.0% | -37.7% | +7.7% | -15.0% |
| 3M | -34.1% | -45.1% | +11.0% | -15.2% |
| 6M | -12.6% | -52.1% | +39.5% | +20.0% |
| YTD | +70.4% | +9.2% | +61.3% | +98.4% |
| All | +20.3% | +7.7% | +12.6% | +39.9% |
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