+479.0%
TLN vs ARMK
+114.7%
+364.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.6% | +4.0% |
| 7D | +7.1% | -2.4% | +9.5% | +7.8% |
| 30D | -3.9% | 0.0% | -3.9% | -3.8% |
| 3M | -16.2% | +6.7% | -22.8% | -17.6% |
| 6M | -5.8% | +38.8% | -44.6% | -14.9% |
| YTD | -15.4% | +55.2% | -70.6% | -26.6% |
| 1Y | -16.7% | +46.6% | -63.3% | -26.5% |
| All | +479.0% | +114.7% | +364.3% | +369.8% |
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 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