+125.6%
TD vs ARMK
+144.6%
-19.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | +0.3% | -2.4% | +2.7% | +0.9% |
| 30D | +0.4% | 0.0% | +0.4% | +0.3% |
| 3M | +7.6% | +6.7% | +1.0% | +5.6% |
| 6M | +25.0% | +38.8% | -13.8% | +13.9% |
| YTD | +31.0% | +55.2% | -24.2% | +15.6% |
| 1Y | +65.2% | +46.6% | +18.6% | +47.8% |
| 3Y | +122.5% | +112.9% | +9.6% | +73.2% |
| All | +125.6% | +144.6% | -19.0% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling