+129.6%
TD vs ARMK
+91.9%
+37.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.0% | -1.3% |
| 7D | -1.7% | -2.6% | +0.9% | -1.3% |
| 30D | +8.2% | -5.2% | +13.4% | +9.1% |
| 3M | +1.7% | -6.5% | +8.2% | +2.7% |
| 6M | +14.2% | +15.3% | -1.0% | +10.8% |
| YTD | +32.8% | +43.6% | -10.8% | +23.4% |
| 1Y | +55.5% | +42.1% | +13.4% | +44.7% |
| 3Y | +129.6% | +94.0% | +35.6% | +99.1% |
| All | +129.6% | +91.9% | +37.7% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling