+75.1%
T vs ARM
+262.5%
-187.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.1% | -10.6% | +2.0% |
| 7D | +2.0% | +6.0% | -4.1% | +2.3% |
| 30D | -1.0% | -20.3% | +19.3% | -1.8% |
| 3M | -8.1% | -24.4% | +16.3% | -8.8% |
| 6M | -8.3% | -4.4% | -3.9% | -7.9% |
| YTD | -6.1% | +86.0% | -92.2% | -3.0% |
| 1Y | -7.4% | +35.8% | -43.2% | -5.3% |
| 3Y | +65.4% | +289.1% | -223.6% | +71.7% |
| All | +75.1% | +262.5% | -187.4% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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