+803.8%
TRGP vs ARMK
+130.7%
+673.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.2% |
| 7D | +2.4% | +2.8% | -0.4% | +0.5% |
| 30D | +0.8% | -1.8% | +2.6% | +1.5% |
| 3M | +10.4% | -10.9% | +21.2% | +17.6% |
| 6M | +16.3% | +21.2% | -5.0% | +0.8% |
| YTD | +61.1% | +47.0% | +14.1% | +21.6% |
| 1Y | +71.6% | +42.9% | +28.7% | +31.7% |
| 3Y | +267.5% | +95.0% | +172.5% | +117.6% |
| 5Y | +488.1% | +106.2% | +381.9% | +218.9% |
| 10Y | +803.8% | +131.6% | +672.2% | +304.0% |
| All | +803.8% | +130.7% | +673.0% | +304.0% |
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