+708.6%
TLN vs ARMK
+96.4%
+612.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +11.0% | +2.7% | +8.4% | +10.1% |
| 30D | +4.9% | -1.5% | +6.4% | +5.6% |
| 3M | +4.9% | -11.6% | +16.5% | +8.9% |
| 6M | +7.1% | +6.7% | +0.4% | +5.5% |
| YTD | +0.3% | +47.4% | -47.1% | -10.9% |
| 1Y | +5.9% | +41.5% | -35.6% | -4.8% |
| 3Y | +578.5% | +95.5% | +482.9% | +459.7% |
| All | +708.6% | +96.4% | +612.2% | +568.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling