+174.6%
ARM vs TXT
+10.4%
+164.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +6.0% |
| 7D | -15.2% | -2.5% | -12.7% | -13.9% |
| 30D | -40.7% | +14.4% | -55.1% | -46.4% |
| 3M | -39.1% | -4.9% | -34.2% | -37.3% |
| 6M | -26.4% | -10.2% | -16.2% | -21.0% |
| YTD | +59.7% | -4.1% | +63.8% | +62.6% |
| 1Y | +10.3% | +4.0% | +6.4% | +5.5% |
| 3Y | +228.9% | +8.0% | +220.9% | +187.6% |
| All | +174.6% | +10.4% | +164.2% | +138.1% |
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