+409.5%
TRGP vs ARMK
+96.3%
+313.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.5% | -7.1% | -4.2% |
| 7D | -16.0% | -2.6% | -13.4% | -15.2% |
| 30D | -6.4% | -5.2% | -1.3% | -4.8% |
| 3M | -1.0% | -6.5% | +5.5% | +0.9% |
| 6M | +7.0% | +15.3% | -8.3% | +0.2% |
| YTD | +46.1% | +43.6% | +2.5% | +24.4% |
| 1Y | +58.7% | +42.1% | +16.6% | +35.6% |
| 3Y | +221.9% | +94.0% | +127.9% | +132.6% |
| All | +409.5% | +96.3% | +313.2% | +250.6% |
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