+88.0%
ARM vs TXG
+366.6%
-278.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +2.3% |
| 7D | +11.4% | +9.4% | +2.0% | +8.4% |
| 30D | -7.4% | +26.1% | -33.5% | -14.3% |
| 3M | -24.5% | +124.8% | -149.3% | -42.3% |
| 6M | +128.7% | +215.2% | -86.6% | +60.5% |
| YTD | +139.3% | +302.2% | -163.0% | +62.4% |
| 1Y | +88.0% | +370.9% | -283.0% | +22.6% |
| All | +88.0% | +366.6% | -278.6% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling