-12.3%
TLN vs ARMK
+40.7%
-52.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.5% | +2.6% | +5.8% |
| 7D | -1.3% | -2.6% | +1.3% | -0.6% |
| 30D | -10.5% | -5.2% | -5.3% | -9.4% |
| 3M | +0.1% | -6.5% | +6.6% | +1.9% |
| 6M | -17.4% | +15.3% | -32.7% | -15.7% |
| YTD | -9.7% | +43.6% | -53.3% | -5.0% |
| 1Y | -12.3% | +42.1% | -54.3% | -7.6% |
| All | -12.3% | +40.7% | -52.9% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling