+88.9%
TEM vs ARMK
+62.0%
+27.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.5% | +3.5% | +4.7% |
| 7D | +5.3% | -2.6% | +7.9% | +7.6% |
| 30D | +8.1% | -5.2% | +13.3% | +12.7% |
| 3M | +64.9% | -6.5% | +71.4% | +71.4% |
| 6M | +42.1% | +15.3% | +26.9% | +22.2% |
| YTD | +28.8% | +43.6% | -14.8% | -11.0% |
| 1Y | +5.5% | +42.1% | -36.6% | -26.7% |
| All | +88.9% | +62.0% | +27.0% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling