+86.1%
ARM vs TW
-15.9%
+102.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +4.2% |
| 7D | +5.5% | -2.3% | +7.8% | +4.7% |
| 30D | -8.2% | +3.9% | -12.1% | -7.1% |
| 3M | -35.9% | +5.7% | -41.6% | -34.8% |
| 6M | +103.1% | -14.5% | +117.6% | +107.6% |
| YTD | +130.6% | -0.9% | +131.5% | +122.8% |
| 1Y | +86.1% | -13.5% | +99.6% | +75.6% |
| All | +86.1% | -15.9% | +102.0% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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