+228.9%
ARM vs TW
+39.9%
+188.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | -15.2% | +4.2% | -19.5% | -15.4% |
| 30D | -40.7% | +18.9% | -59.6% | -41.3% |
| 3M | -39.1% | +23.8% | -62.9% | -40.0% |
| 6M | -26.4% | +17.0% | -43.5% | -27.1% |
| YTD | +59.7% | +19.2% | +40.5% | +54.1% |
| 1Y | +10.3% | +20.1% | -9.8% | +6.0% |
| 3Y | +228.9% | +40.5% | +188.4% | +224.6% |
| All | +228.9% | +39.9% | +188.9% | +224.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling