+301.8%
TSM vs ARM
+197.2%
+104.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -13.1% | +2.3% | -6.8% |
| 7D | -18.2% | -27.1% | +8.9% | -10.0% |
| 30D | -26.8% | -44.9% | +18.1% | -12.7% |
| 3M | -14.5% | -39.3% | +24.8% | -2.1% |
| 6M | -10.0% | -20.2% | +10.1% | -8.1% |
| YTD | +17.1% | +52.5% | -35.4% | -3.5% |
| 1Y | +21.5% | +4.1% | +17.4% | +12.3% |
| 3Y | +300.4% | +211.7% | +88.7% | +173.9% |
| All | +301.8% | +197.2% | +104.6% | +185.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling