+17.2%
ARM vs TW
+19.2%
-2.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.1% |
| 7D | -10.4% | +3.1% | -13.5% | -9.0% |
| 30D | -31.8% | +16.7% | -48.5% | -26.5% |
| 3M | -32.2% | +25.2% | -57.4% | -24.4% |
| 6M | -14.9% | +19.5% | -34.4% | -5.4% |
| YTD | +66.0% | +21.0% | +45.0% | +72.0% |
| 1Y | +17.2% | +19.0% | -1.7% | +21.7% |
| All | +17.2% | +19.2% | -2.0% | +21.7% |
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