+131.6%
ARMK vs TCOM
+7.7%
+123.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | +2.8% | +2.2% | +0.6% | +2.2% |
| 30D | -1.8% | +12.5% | -14.3% | -4.7% |
| 3M | -10.9% | -5.6% | -5.3% | -9.9% |
| 6M | +21.2% | -16.5% | +37.7% | +25.4% |
| YTD | +47.0% | -39.4% | +86.4% | +63.3% |
| 1Y | +42.9% | -41.0% | +83.8% | +59.8% |
| 3Y | +95.0% | +29.2% | +65.8% | +67.6% |
| 5Y | +106.2% | +41.6% | +64.6% | +59.2% |
| 10Y | +131.6% | +6.6% | +125.0% | +78.4% |
| All | +131.6% | +7.7% | +123.9% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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