+199.6%
ARM vs TXG
+18.8%
+180.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.1% |
| 7D | +9.1% | -1.8% | +10.9% | +9.8% |
| 30D | -19.9% | -20.4% | +0.4% | -13.4% |
| 3M | -31.6% | +0.1% | -31.7% | -33.3% |
| 6M | -13.9% | +176.2% | -190.0% | -42.1% |
| YTD | +74.3% | +256.8% | -182.5% | +5.4% |
| 1Y | +35.8% | +255.9% | -220.1% | -18.5% |
| 3Y | +268.6% | +60.2% | +208.4% | +216.5% |
| All | +199.6% | +18.8% | +180.9% | +195.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling