-9.7%
TRI vs ARMK
+146.8%
-156.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -8.4% | +0.3% | -8.7% | -8.5% |
| 30D | -6.5% | +2.4% | -8.8% | -7.1% |
| 3M | +18.6% | +6.1% | +12.5% | +16.8% |
| 6M | -10.4% | +41.8% | -52.2% | -17.6% |
| YTD | -23.7% | +55.5% | -79.2% | -31.3% |
| 1Y | -42.5% | +49.6% | -92.0% | -47.8% |
| 3Y | -19.3% | +122.8% | -142.1% | -33.9% |
| 5Y | -9.7% | +151.0% | -160.7% | -28.4% |
| All | -9.7% | +146.8% | -156.5% | -28.4% |
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