+714.4%
TLN vs ARMK
+95.9%
+618.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.6% | +5.1% |
| 7D | +15.9% | +2.8% | +13.1% | +14.9% |
| 30D | -0.3% | -1.8% | +1.5% | +0.5% |
| 3M | +5.8% | -10.9% | +16.7% | +9.6% |
| 6M | -1.2% | +21.2% | -22.5% | -6.5% |
| YTD | +1.0% | +47.0% | -46.0% | -10.1% |
| 1Y | +1.1% | +42.9% | -41.8% | -9.4% |
| 3Y | +591.7% | +95.0% | +496.7% | +471.2% |
| All | +714.4% | +95.9% | +618.6% | +573.6% |
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