+108.1%
ARMK vs TCOM
+42.6%
+65.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.3% |
| 7D | +0.9% | +7.4% | -6.5% | -0.1% |
| 30D | -0.4% | +13.2% | -13.6% | -2.2% |
| 3M | -2.0% | -4.6% | +2.6% | -1.5% |
| 6M | +22.0% | -16.4% | +38.4% | +24.6% |
| YTD | +49.6% | -38.8% | +88.4% | +59.5% |
| 1Y | +46.4% | -37.3% | +83.7% | +55.5% |
| 3Y | +103.2% | +31.4% | +71.8% | +85.5% |
| 5Y | +108.1% | +45.5% | +62.6% | +77.0% |
| All | +108.1% | +42.6% | +65.5% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling