-0.2%
TLT vs ARM
+349.4%
-349.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | +0.1% |
| 7D | -0.4% | +5.5% | -5.9% | -0.5% |
| 30D | -0.6% | -8.2% | +7.6% | -0.5% |
| 3M | -2.7% | -35.9% | +33.2% | -2.3% |
| 6M | -5.6% | +103.1% | -108.7% | -6.7% |
| YTD | -2.8% | +130.6% | -133.4% | -4.0% |
| 1Y | -1.4% | +86.1% | -87.5% | -2.5% |
| All | -0.2% | +349.4% | -349.6% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling