+144.3%
ARMK vs TKO
+989.7%
-845.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | +3.1% | +2.3% | +0.8% | +2.4% |
| 30D | -2.8% | -2.5% | -0.3% | -2.2% |
| 3M | +7.6% | -10.6% | +18.2% | +10.6% |
| 6M | +47.9% | -5.1% | +52.9% | +49.1% |
| YTD | +60.0% | -8.2% | +68.2% | +62.5% |
| 1Y | +52.2% | -4.4% | +56.7% | +52.2% |
| 3Y | +131.4% | +100.4% | +31.0% | +82.6% |
| 5Y | +163.2% | +294.3% | -131.1% | +65.1% |
| All | +144.3% | +989.7% | -845.4% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling