+123.7%
TNA vs ARMK
+350.8%
-227.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.6% |
| 7D | -0.1% | -2.4% | +2.3% | +2.4% |
| 30D | -4.9% | 0.0% | -4.9% | -5.6% |
| 3M | +0.4% | +6.7% | -6.3% | -7.2% |
| 6M | +32.5% | +38.8% | -6.3% | -8.3% |
| YTD | +53.7% | +55.2% | -1.5% | -6.2% |
| 1Y | +65.1% | +46.6% | +18.5% | +7.1% |
| 3Y | +98.4% | +112.9% | -14.5% | -11.9% |
| 5Y | -22.5% | +144.0% | -166.4% | -66.7% |
| 10Y | +82.5% | +132.4% | -49.9% | +5.4% |
| All | +123.7% | +350.8% | -227.2% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling