+138.0%
ARMK vs TCOM
-12.7%
+150.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -0.4% |
| 7D | +0.3% | -10.2% | +10.5% | +2.9% |
| 30D | +2.4% | -16.8% | +19.2% | +6.8% |
| 3M | +6.1% | -16.7% | +22.7% | +10.1% |
| 6M | +41.8% | -27.1% | +68.8% | +51.9% |
| YTD | +55.5% | -45.5% | +101.0% | +77.7% |
| 1Y | +49.6% | -45.9% | +95.5% | +70.9% |
| 3Y | +122.8% | +9.8% | +113.0% | +99.9% |
| 5Y | +151.0% | +23.8% | +127.2% | +100.5% |
| 10Y | +138.0% | -10.8% | +148.7% | +83.7% |
| All | +138.0% | -12.7% | +150.6% | +83.7% |
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