+148.1%
TRV vs ARMK
+96.6%
+51.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.0% | +2.7% | -0.6% | +1.4% |
| 30D | +6.7% | -1.5% | +8.2% | +6.9% |
| 3M | +9.4% | -11.6% | +20.9% | +12.2% |
| 6M | +37.7% | +6.7% | +31.0% | +34.8% |
| YTD | +40.6% | +47.4% | -6.8% | +25.8% |
| 1Y | +42.4% | +41.5% | +1.0% | +28.8% |
| 3Y | +148.1% | +95.5% | +52.6% | +106.7% |
| All | +148.1% | +96.6% | +51.5% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling