+199.6%
ARM vs TXT
+10.6%
+189.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.1% |
| 7D | +9.1% | +0.1% | +9.0% | +9.0% |
| 30D | -19.9% | +13.3% | -33.3% | -27.1% |
| 3M | -31.6% | -5.0% | -26.7% | -29.6% |
| 6M | -13.9% | -8.4% | -5.5% | -9.0% |
| YTD | +74.3% | -4.0% | +78.3% | +77.1% |
| 1Y | +35.8% | +2.8% | +33.0% | +30.9% |
| 3Y | +268.6% | +10.3% | +258.3% | +218.3% |
| All | +199.6% | +10.6% | +189.1% | +159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling