+125.4%
ARMK vs TCOM
+13.4%
+112.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +1.7% | -7.6% | +9.3% | +2.5% |
| 30D | +3.1% | -12.2% | +15.3% | +4.5% |
| 3M | +9.2% | -14.2% | +23.4% | +10.8% |
| 6M | +43.7% | -25.0% | +68.7% | +48.0% |
| YTD | +57.4% | -43.7% | +101.0% | +67.1% |
| 1Y | +51.9% | -44.5% | +96.4% | +61.5% |
| 3Y | +125.4% | +13.4% | +112.0% | +116.3% |
| All | +125.4% | +13.4% | +112.0% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling