+299.2%
TD vs ARMK
+125.8%
+173.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | 0.0% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | +7.6% | -1.3% | +8.9% | +7.8% |
| 3M | +3.0% | -2.5% | +5.5% | +3.3% |
| 6M | +16.8% | +20.8% | -4.0% | +10.4% |
| YTD | +34.3% | +48.2% | -13.8% | +20.0% |
| 1Y | +56.0% | +45.7% | +10.2% | +39.8% |
| 3Y | +132.4% | +96.6% | +35.8% | +88.4% |
| 5Y | +103.7% | +106.6% | -2.9% | +60.1% |
| 10Y | +299.2% | +132.6% | +166.6% | +203.2% |
| All | +299.2% | +125.8% | +173.4% | +203.2% |
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