+305.1%
TRI vs ARMK
+327.8%
-22.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -7.5% | +7.1% | -14.6% | -8.7% |
| 30D | +3.9% | -1.6% | +5.6% | +3.8% |
| 3M | +7.2% | -10.5% | +17.7% | +8.9% |
| 6M | +27.0% | +11.8% | +15.2% | +23.3% |
| YTD | -14.0% | +47.3% | -61.3% | -21.2% |
| 1Y | -17.7% | +41.5% | -59.1% | -23.9% |
| 3Y | -10.7% | +95.3% | -106.0% | -23.3% |
| 5Y | +0.6% | +108.1% | -107.5% | -15.8% |
| 10Y | +225.3% | +132.0% | +93.3% | +156.7% |
| All | +305.1% | +327.8% | -22.7% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling