+193.0%
ARM vs TXG
+32.8%
+160.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +9.7% | -3.0% | +3.3% |
| 7D | -5.3% | +5.5% | -10.9% | -7.0% |
| 30D | -30.0% | -19.3% | -10.7% | -24.8% |
| 3M | -34.1% | +25.0% | -59.1% | -40.9% |
| 6M | -12.6% | +201.2% | -213.8% | -43.1% |
| YTD | +70.4% | +298.8% | -228.4% | -0.9% |
| 1Y | +22.3% | +326.6% | -304.3% | -31.2% |
| 3Y | +261.2% | +78.3% | +182.9% | +198.8% |
| All | +193.0% | +32.8% | +160.2% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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