+59.7%
TEM vs ARMK
+77.5%
-17.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.6% |
| 7D | +3.2% | +1.7% | +1.5% | +1.9% |
| 30D | +23.5% | +3.1% | +20.4% | +19.8% |
| 3M | +32.3% | +9.2% | +23.1% | +22.2% |
| 6M | +23.0% | +43.7% | -20.7% | -12.3% |
| YTD | +8.9% | +57.4% | -48.5% | -29.5% |
| 1Y | -19.9% | +51.9% | -71.7% | -46.6% |
| All | +59.7% | +77.5% | -17.8% | -22.7% |
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