+360.3%
TD vs ARMK
+334.6%
+25.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | +0.4% |
| 7D | -0.6% | +0.9% | -1.6% | -1.0% |
| 30D | +7.9% | -0.4% | +8.3% | +7.9% |
| 3M | +3.1% | -2.0% | +5.1% | +3.3% |
| 6M | +17.2% | +22.0% | -4.8% | +10.6% |
| YTD | +34.7% | +49.6% | -14.9% | +20.2% |
| 1Y | +56.9% | +46.4% | +10.5% | +40.7% |
| 3Y | +134.7% | +103.2% | +31.5% | +89.3% |
| 5Y | +104.8% | +108.1% | -3.3% | +61.4% |
| 10Y | +305.8% | +129.4% | +176.4% | +200.6% |
| All | +360.3% | +334.6% | +25.6% | +215.2% |
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 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