+848.9%
TRGP vs ARMK
+134.7%
+714.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | -0.7% | +0.3% | -1.0% | -0.9% |
| 30D | +9.5% | +2.4% | +7.1% | +7.2% |
| 3M | +10.8% | +6.1% | +4.8% | +5.9% |
| 6M | +25.3% | +41.8% | -16.4% | -1.7% |
| YTD | +60.3% | +55.5% | +4.7% | +17.5% |
| 1Y | +84.6% | +49.6% | +35.0% | +38.1% |
| 3Y | +264.4% | +122.8% | +141.6% | +97.9% |
| 5Y | +636.6% | +151.0% | +485.6% | +247.8% |
| 10Y | +848.9% | +137.9% | +711.0% | +317.0% |
| All | +848.9% | +134.7% | +714.2% | +317.0% |
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