+84.4%
TSM vs ARM
+92.2%
-7.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.1% | +1.6% |
| 7D | +2.7% | +5.5% | -2.7% | +1.0% |
| 30D | +3.6% | -8.2% | +11.8% | +6.1% |
| 3M | -3.4% | -35.9% | +32.6% | +9.0% |
| 6M | +20.6% | +103.1% | -82.5% | -12.5% |
| YTD | +41.9% | +130.6% | -88.8% | -3.1% |
| 1Y | +84.4% | +86.1% | -1.7% | +44.8% |
| All | +84.4% | +92.2% | -7.9% | +44.8% |
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