+185.4%
ARM vs TXT
+14.8%
+170.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -3.6% |
| 7D | -10.4% | -1.1% | -9.3% | -9.7% |
| 30D | -31.8% | +17.1% | -48.9% | -39.2% |
| 3M | -32.2% | -2.6% | -29.6% | -31.2% |
| 6M | -14.9% | -4.6% | -10.3% | -12.4% |
| YTD | +66.0% | -0.3% | +66.4% | +64.8% |
| 1Y | +17.2% | +5.9% | +11.3% | +11.0% |
| 3Y | +247.2% | +14.4% | +232.8% | +193.0% |
| All | +185.4% | +14.8% | +170.6% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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