+41.0%
TSM vs ARM
+32.2%
+8.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.4% |
| 7D | +14.8% | +19.8% | -5.0% | +8.4% |
| 30D | -8.9% | -21.8% | +12.9% | -2.6% |
| 3M | -5.3% | -26.5% | +21.3% | +1.8% |
| 6M | +2.6% | -3.9% | +6.5% | -0.3% |
| YTD | +34.5% | +82.8% | -48.3% | +1.2% |
| 1Y | +41.0% | +34.3% | +6.7% | +25.9% |
| All | +41.0% | +32.2% | +8.8% | +25.9% |
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 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