+865.7%
TSEM vs ARMK
+131.1%
+734.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.7% | +9.7% |
| 7D | -2.0% | +0.9% | -2.9% | -1.9% |
| 30D | -33.4% | -0.4% | -33.0% | -33.0% |
| 3M | -39.7% | -2.0% | -37.7% | -39.0% |
| 6M | -27.8% | +22.0% | -49.8% | -31.3% |
| YTD | +29.7% | +49.6% | -19.9% | +16.6% |
| 1Y | +81.1% | +46.4% | +34.8% | +63.7% |
| 3Y | +529.3% | +103.2% | +426.1% | +419.2% |
| 5Y | +315.0% | +108.1% | +206.8% | +234.1% |
| 10Y | +865.7% | +129.4% | +736.3% | +734.2% |
| All | +865.7% | +131.1% | +734.6% | +734.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling