+302.2%
ARMK vs TCOM
+75.2%
+227.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.4% | -9.5% | +7.1% | -0.4% |
| 30D | 0.0% | -10.7% | +10.7% | +2.3% |
| 3M | +6.7% | -14.6% | +21.3% | +9.6% |
| 6M | +38.8% | -19.3% | +58.1% | +44.2% |
| YTD | +55.2% | -42.9% | +98.1% | +72.4% |
| 1Y | +46.6% | -43.8% | +90.4% | +63.2% |
| 3Y | +112.9% | +2.1% | +110.8% | +99.3% |
| 5Y | +144.0% | +31.2% | +112.7% | +101.6% |
| 10Y | +132.4% | -13.9% | +146.3% | +91.2% |
| All | +302.2% | +75.2% | +227.0% | +198.3% |
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 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