+35.7%
TSM vs ARM
+14.5%
+21.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.8% |
| 7D | -2.1% | -10.4% | +8.3% | +1.3% |
| 30D | -12.5% | -31.8% | +19.3% | -2.4% |
| 3M | -5.0% | -32.2% | +27.2% | +4.9% |
| 6M | -3.2% | -14.9% | +11.7% | -2.2% |
| YTD | +31.5% | +66.0% | -34.5% | +1.9% |
| 1Y | +35.7% | +17.2% | +18.5% | +27.5% |
| All | +35.7% | +14.5% | +21.2% | +27.5% |
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 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