+21.2%
ARM vs TTMI
+5.4%
+15.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -0.6% |
| 7D | -10.4% | -11.5% | +1.1% | -5.3% |
| 30D | -31.8% | -40.3% | +8.5% | -15.5% |
| 3M | -32.2% | -44.5% | +12.2% | -13.2% |
| 6M | -14.9% | -54.1% | +39.2% | +19.3% |
| YTD | +66.0% | +4.7% | +61.4% | +97.9% |
| All | +21.2% | +5.4% | +15.8% | +43.5% |
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