+287.7%
ARMK vs TCOM
+88.0%
+199.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.3% |
| 7D | +0.9% | +7.4% | -6.5% | -0.6% |
| 30D | -0.4% | +13.2% | -13.6% | -3.0% |
| 3M | -2.0% | -4.6% | +2.6% | -1.4% |
| 6M | +22.0% | -16.4% | +38.4% | +25.6% |
| YTD | +49.6% | -38.8% | +88.4% | +63.4% |
| 1Y | +46.4% | -37.3% | +83.7% | +59.0% |
| 3Y | +103.2% | +31.4% | +71.8% | +79.7% |
| 5Y | +108.1% | +45.5% | +62.6% | +68.1% |
| 10Y | +129.4% | +4.6% | +124.8% | +83.3% |
| All | +287.7% | +88.0% | +199.7% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling