+10.3%
ARM vs TXT
+4.1%
+6.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +5.7% |
| 7D | -15.2% | -2.5% | -12.7% | -14.2% |
| 30D | -40.7% | +14.4% | -55.1% | -45.2% |
| 3M | -39.1% | -4.9% | -34.2% | -36.6% |
| 6M | -26.4% | -10.2% | -16.2% | -20.8% |
| YTD | +59.7% | -4.1% | +63.8% | +71.2% |
| 1Y | +10.3% | +4.0% | +6.4% | +16.7% |
| All | +10.3% | +4.1% | +6.2% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling