+214.2%
ARM vs TW
+57.5%
+156.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.8% |
| 7D | +19.8% | +3.2% | +16.6% | +19.6% |
| 30D | -21.8% | +19.7% | -41.5% | -22.9% |
| 3M | -26.5% | +26.8% | -53.4% | -28.0% |
| 6M | -3.9% | +20.9% | -24.8% | -5.6% |
| YTD | +82.8% | +22.9% | +59.9% | +74.9% |
| 1Y | +34.3% | +20.4% | +14.0% | +29.6% |
| 3Y | +282.2% | +42.9% | +239.3% | +246.9% |
| All | +214.2% | +57.5% | +156.7% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling