+810.9%
TRGP vs ARMK
+131.4%
+679.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +12.4% | +2.7% | +9.7% | +10.5% |
| 30D | +2.6% | -1.5% | +4.1% | +3.1% |
| 3M | +11.9% | -11.6% | +23.4% | +19.8% |
| 6M | +13.9% | +6.7% | +7.2% | +7.5% |
| YTD | +64.2% | +47.4% | +16.8% | +23.7% |
| 1Y | +78.5% | +41.5% | +37.0% | +37.9% |
| 3Y | +272.9% | +95.5% | +177.4% | +120.4% |
| 5Y | +510.7% | +108.4% | +402.3% | +228.7% |
| All | +810.9% | +131.4% | +679.6% | +305.8% |
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