+126.5%
TDG vs ARMK
+146.8%
-20.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | -2.4% | +0.3% | -2.8% | -2.6% |
| 30D | -8.0% | +2.4% | -10.4% | -9.1% |
| 3M | -10.5% | +6.1% | -16.5% | -13.0% |
| 6M | -11.9% | +41.8% | -53.7% | -25.4% |
| YTD | -15.4% | +55.5% | -70.9% | -31.6% |
| 1Y | -14.2% | +49.6% | -63.8% | -29.6% |
| 3Y | +51.0% | +122.8% | -71.7% | -2.4% |
| 5Y | +126.5% | +151.0% | -24.5% | +30.0% |
| All | +126.5% | +146.8% | -20.4% | +30.0% |
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