-22.5%
TNA vs ARMK
+146.8%
-169.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -2.7% |
| 7D | -3.6% | +0.3% | -3.9% | -4.0% |
| 30D | -10.1% | +2.4% | -12.4% | -13.6% |
| 3M | +2.7% | +6.1% | -3.4% | -6.2% |
| 6M | +38.4% | +41.8% | -3.3% | -15.4% |
| YTD | +45.4% | +55.5% | -10.1% | -22.4% |
| 1Y | +55.9% | +49.6% | +6.4% | -12.4% |
| 3Y | +109.8% | +122.8% | -13.0% | -35.4% |
| 5Y | -22.5% | +151.0% | -173.5% | -78.1% |
| All | -22.5% | +146.8% | -169.3% | -78.1% |
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 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