+41.5%
ARMK vs TCOM
-41.4%
+82.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | +0.1% |
| 7D | +2.7% | -1.8% | +4.4% | +2.7% |
| 30D | -1.5% | +12.1% | -13.6% | -1.7% |
| 3M | -11.6% | -3.2% | -8.4% | -11.1% |
| 6M | +6.7% | -16.6% | +23.4% | +9.2% |
| YTD | +47.4% | -39.4% | +86.8% | +51.4% |
| 1Y | +41.5% | -41.5% | +83.0% | +48.1% |
| All | +41.5% | -41.4% | +82.9% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling