+1,241.7%
TDG vs ARMK
+357.2%
+884.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -2.2% |
| 7D | -0.9% | +1.7% | -2.6% | -1.8% |
| 30D | -6.5% | +3.1% | -9.7% | -8.2% |
| 3M | -5.1% | +9.2% | -14.3% | -9.6% |
| 6M | -11.5% | +43.7% | -55.2% | -27.4% |
| YTD | -13.9% | +57.4% | -71.3% | -32.9% |
| 1Y | -11.5% | +51.9% | -63.3% | -30.0% |
| 3Y | +53.7% | +125.4% | -71.7% | -5.0% |
| 5Y | +135.5% | +149.1% | -13.6% | +34.6% |
| 10Y | +535.2% | +135.4% | +399.7% | +212.3% |
| All | +1,241.7% | +357.2% | +884.5% | +480.0% |
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 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