+680.9%
TLN vs ARMK
+99.3%
+581.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.2% | +3.0% | +5.8% |
| 7D | +9.1% | +0.9% | +8.1% | +8.8% |
| 30D | -4.1% | -0.4% | -3.7% | -3.8% |
| 3M | +4.4% | -2.0% | +6.4% | +5.2% |
| 6M | -6.0% | +22.0% | -28.0% | -11.2% |
| YTD | -3.1% | +49.6% | -52.7% | -14.3% |
| 1Y | -6.1% | +46.4% | -52.4% | -16.5% |
| 3Y | +575.3% | +103.2% | +472.1% | +453.1% |
| All | +680.9% | +99.3% | +581.6% | +542.2% |
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