+193.0%
ARM vs TW
+53.4%
+139.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.7% |
| 7D | -5.3% | +3.4% | -8.7% | -5.5% |
| 30D | -30.0% | +15.5% | -45.5% | -30.8% |
| 3M | -34.1% | +25.1% | -59.2% | -35.5% |
| 6M | -12.6% | +18.2% | -30.8% | -14.1% |
| YTD | +70.4% | +19.7% | +50.7% | +63.3% |
| 1Y | +22.3% | +18.1% | +4.1% | +17.8% |
| 3Y | +261.2% | +40.5% | +220.7% | +225.2% |
| All | +193.0% | +53.4% | +139.5% | +141.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling