+185.4%
ARM vs TXG
+28.4%
+157.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.4% |
| 7D | -10.4% | -3.7% | -6.7% | -9.1% |
| 30D | -31.8% | -22.0% | -9.8% | -25.9% |
| 3M | -32.2% | +7.4% | -39.6% | -35.5% |
| 6M | -14.9% | +191.2% | -206.1% | -43.9% |
| YTD | +66.0% | +285.7% | -219.6% | -2.3% |
| 1Y | +17.2% | +268.3% | -251.1% | -30.4% |
| 3Y | +247.2% | +77.3% | +169.9% | +187.2% |
| All | +185.4% | +28.4% | +157.0% | +174.4% |
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