+228.9%
ARM vs TTMI
+355.9%
-127.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.9% | -2.2% | +1.0% |
| 7D | -15.2% | -19.8% | +4.6% | -4.7% |
| 30D | -40.7% | -48.1% | +7.4% | -18.1% |
| 3M | -39.1% | -51.2% | +12.1% | -13.2% |
| 6M | -26.4% | -59.6% | +33.2% | +15.8% |
| YTD | +59.7% | -3.6% | +63.4% | +52.5% |
| 1Y | +10.3% | -2.3% | +12.7% | +1.5% |
| 3Y | +228.9% | +369.4% | -140.5% | -23.9% |
| All | +228.9% | +355.9% | -127.0% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling