+32.7%
TNA vs ARMK
+131.4%
-98.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +3.7% | +2.7% | +1.1% | +1.1% |
| 30D | +4.4% | -1.5% | +5.9% | +5.9% |
| 3M | -26.7% | -11.6% | -15.1% | -16.8% |
| 6M | -12.8% | +6.7% | -19.6% | -20.0% |
| YTD | +22.7% | +47.4% | -24.8% | -21.4% |
| 1Y | +35.7% | +41.5% | -5.8% | -9.1% |
| 3Y | +134.6% | +95.5% | +39.0% | +12.5% |
| 5Y | -46.0% | +108.4% | -154.4% | -73.0% |
| All | +32.7% | +131.4% | -98.7% | -12.1% |
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