+174.6%
ARM vs TXG
+21.0%
+153.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +4.0% |
| 7D | -15.2% | -15.4% | +0.2% | -10.2% |
| 30D | -40.7% | -22.1% | -18.6% | -35.5% |
| 3M | -39.1% | +30.0% | -69.1% | -46.5% |
| 6M | -26.4% | +160.7% | -187.1% | -49.6% |
| YTD | +59.7% | +263.5% | -203.7% | -4.0% |
| 1Y | +10.3% | +356.0% | -345.7% | -39.9% |
| 3Y | +228.9% | +53.4% | +175.5% | +188.8% |
| All | +174.6% | +21.0% | +153.6% | +169.5% |
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