-5.8%
TLT vs ARM
+32.9%
-38.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.1% | -12.0% | -0.2% |
| 7D | -1.0% | +6.0% | -7.1% | -1.2% |
| 30D | +4.1% | -20.3% | +24.4% | +4.7% |
| 3M | -0.4% | -24.4% | +24.0% | +0.3% |
| 6M | -3.2% | -4.4% | +1.2% | -4.2% |
| YTD | -3.5% | +86.0% | -89.6% | -7.1% |
| 1Y | -5.8% | +35.8% | -41.6% | -8.0% |
| All | -5.8% | +32.9% | -38.7% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling