+296.4%
ARM vs TTMI
+861.0%
-564.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.8% | -4.9% | -0.8% |
| 7D | +5.5% | +5.9% | -0.4% | +2.2% |
| 30D | -8.2% | -4.3% | -3.9% | -6.5% |
| 3M | -35.9% | -32.0% | -3.9% | -22.0% |
| 6M | +103.1% | +19.5% | +83.7% | +85.7% |
| YTD | +130.6% | +82.0% | +48.6% | +60.7% |
| 1Y | +86.1% | +172.6% | -86.6% | -5.9% |
| All | +296.4% | +861.0% | -564.5% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling