+311.3%
ARM vs TXG
+33.9%
+277.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +2.1% |
| 7D | +11.4% | +9.4% | +2.0% | +7.9% |
| 30D | -7.4% | +26.1% | -33.5% | -15.5% |
| 3M | -24.5% | +124.8% | -149.3% | -44.7% |
| 6M | +128.7% | +215.2% | -86.6% | +48.7% |
| YTD | +139.3% | +302.2% | -163.0% | +41.7% |
| 1Y | +88.0% | +370.9% | -283.0% | +2.2% |
| All | +311.3% | +33.9% | +277.4% | +297.8% |
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