+288.4%
TEL vs ARMK
+131.1%
+157.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +5.6% | +7.1% | -1.6% | +2.8% |
| 30D | +0.9% | -1.6% | +2.5% | +1.6% |
| 3M | +2.1% | -10.5% | +12.6% | +6.5% |
| 6M | +2.7% | +11.8% | -9.1% | -2.0% |
| YTD | -3.2% | +47.3% | -50.5% | -17.1% |
| 1Y | -10.6% | +41.5% | -52.1% | -22.4% |
| 3Y | +79.8% | +95.3% | -15.5% | +35.2% |
| 5Y | +43.3% | +108.1% | -64.9% | +3.7% |
| All | +288.4% | +131.1% | +157.3% | +166.7% |
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