+296.4%
ARM vs TXG
+27.9%
+268.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.2% |
| 7D | +5.5% | +1.8% | +3.7% | +4.8% |
| 30D | -8.2% | +32.0% | -40.2% | -18.1% |
| 3M | -35.9% | +87.0% | -122.9% | -49.8% |
| 6M | +103.1% | +180.1% | -76.9% | +37.5% |
| YTD | +130.6% | +284.1% | -153.5% | +38.7% |
| 1Y | +86.1% | +361.7% | -275.6% | +1.7% |
| All | +296.4% | +27.9% | +268.6% | +289.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling