+77.9%
TEM vs ARMK
+66.3%
+11.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.8% | -5.7% |
| 7D | -5.9% | +2.7% | -8.5% | -7.5% |
| 30D | +4.8% | -1.5% | +6.3% | +6.5% |
| 3M | +31.9% | -11.6% | +43.4% | +44.2% |
| 6M | +56.0% | +6.7% | +49.2% | +45.2% |
| YTD | +21.3% | +47.4% | -26.2% | -17.7% |
| 1Y | +5.4% | +41.5% | -36.1% | -25.7% |
| All | +77.9% | +66.3% | +11.6% | -9.8% |
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