+342.2%
TSM vs ARM
+232.1%
+110.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.7% | -3.2% | +1.5% |
| 7D | -2.5% | -5.3% | +2.8% | -0.8% |
| 30D | -14.3% | -30.0% | +15.8% | -4.8% |
| 3M | -7.2% | -34.1% | +26.8% | +3.6% |
| 6M | -5.1% | -12.6% | +7.5% | -5.5% |
| YTD | +28.9% | +70.4% | -41.5% | +2.7% |
| 1Y | +37.1% | +22.3% | +14.8% | +20.6% |
| 3Y | +341.5% | +261.2% | +80.3% | +189.9% |
| All | +342.2% | +232.1% | +110.1% | +203.5% |
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