-0.1%
TLT vs ARM
+232.1%
-232.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.7% | -6.6% | 0.0% |
| 7D | +0.3% | -5.3% | +5.6% | +0.3% |
| 30D | +5.1% | -30.0% | +35.1% | +5.6% |
| 3M | -0.2% | -34.1% | +33.9% | +0.3% |
| 6M | -2.9% | -12.6% | +9.7% | -3.0% |
| YTD | -2.7% | +70.4% | -73.1% | -3.5% |
| 1Y | -4.6% | +22.3% | -26.9% | -5.1% |
| 3Y | +6.1% | +261.2% | -255.1% | -1.9% |
| All | -0.1% | +232.1% | -232.2% | -7.5% |
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