+294.4%
TD vs ARMK
+131.4%
+163.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.1% | +2.7% | -1.6% | +0.4% |
| 30D | +5.2% | -1.5% | +6.7% | +5.4% |
| 3M | +1.2% | -11.6% | +12.8% | +4.3% |
| 6M | +17.7% | +6.7% | +11.0% | +15.2% |
| YTD | +34.2% | +47.4% | -13.2% | +20.0% |
| 1Y | +55.4% | +41.5% | +13.9% | +40.4% |
| 3Y | +130.4% | +95.5% | +34.9% | +87.1% |
| 5Y | +101.8% | +108.4% | -6.6% | +58.3% |
| All | +294.4% | +131.4% | +163.0% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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