-38.4%
TRI vs ARMK
+47.4%
-85.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.6% | -5.4% |
| 7D | -0.5% | -2.4% | +1.9% | -0.4% |
| 30D | +7.9% | 0.0% | +7.8% | +7.7% |
| 3M | +24.1% | +6.7% | +17.4% | +22.6% |
| 6M | +3.8% | +38.8% | -35.0% | -3.1% |
| YTD | -16.9% | +55.2% | -72.0% | -26.4% |
| 1Y | -38.4% | +46.6% | -85.0% | -44.8% |
| All | -38.4% | +47.4% | -85.8% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling