+297.1%
TD vs ARMK
+134.7%
+162.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.8% |
| 7D | -1.9% | +0.3% | -2.3% | -2.0% |
| 30D | -1.6% | +2.4% | -4.0% | -2.3% |
| 3M | +4.6% | +6.1% | -1.4% | +2.8% |
| 6M | +26.8% | +41.8% | -14.9% | +15.1% |
| YTD | +28.3% | +55.5% | -27.2% | +13.4% |
| 1Y | +60.4% | +49.6% | +10.9% | +43.0% |
| 3Y | +125.7% | +122.8% | +2.9% | +77.1% |
| 5Y | +122.4% | +151.0% | -28.6% | +66.1% |
| 10Y | +297.1% | +137.9% | +159.1% | +199.1% |
| All | +297.1% | +134.7% | +162.3% | +199.1% |
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