+347.5%
TD vs ARMK
+350.8%
-3.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.2% |
| YTD | +31.0% | +55.2% | -24.2% | +16.0% |
| 1Y | +65.2% | +46.6% | +18.6% | +48.3% |
| 3Y | +122.5% | +112.9% | +9.6% | +77.5% |
| 5Y | +124.8% | +144.0% | -19.2% | +70.0% |
| 10Y | +298.2% | +132.4% | +165.8% | +194.3% |
| All | +347.5% | +350.8% | -3.3% | +204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling