+139.8%
TRV vs ARMK
+125.3%
+14.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | +0.5% | +1.7% | -1.2% | +0.1% |
| 30D | -4.9% | +3.1% | -8.0% | -5.7% |
| 3M | +23.7% | +9.2% | +14.5% | +20.9% |
| 6M | +20.3% | +43.7% | -23.4% | +9.3% |
| YTD | +27.1% | +57.4% | -30.3% | +12.3% |
| 1Y | +35.3% | +51.9% | -16.5% | +20.7% |
| 3Y | +139.8% | +125.4% | +14.4% | +93.3% |
| All | +139.8% | +125.3% | +14.5% | +93.3% |
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