+537.0%
TDG vs ARMK
+146.1%
+390.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | -0.5% |
| 7D | -1.9% | +3.1% | -5.0% | -3.5% |
| 30D | -7.7% | -2.8% | -4.9% | -6.4% |
| 3M | -9.3% | +7.6% | -16.9% | -13.2% |
| 6M | -9.4% | +47.9% | -57.3% | -27.3% |
| YTD | -14.3% | +60.0% | -74.3% | -34.4% |
| 1Y | -11.8% | +52.2% | -64.1% | -31.0% |
| 3Y | +52.0% | +131.4% | -79.4% | -9.3% |
| 5Y | +128.8% | +163.2% | -34.4% | +23.6% |
| All | +537.0% | +146.1% | +390.9% | +200.6% |
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