+296.4%
ARM vs TXT
+4.5%
+291.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.2% |
| 7D | +5.5% | -4.8% | +10.2% | +9.1% |
| 30D | -8.2% | -10.6% | +2.4% | -0.6% |
| 3M | -35.9% | -13.2% | -22.7% | -29.1% |
| 6M | +103.1% | -20.3% | +123.5% | +138.2% |
| YTD | +130.6% | -9.3% | +139.9% | +145.7% |
| 1Y | +86.1% | -2.7% | +88.8% | +87.3% |
| All | +296.4% | +4.5% | +291.9% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling