+1,301.0%
TSEM vs ARMK
+136.6%
+1,164.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | +10.4% | +1.7% | +8.7% | +9.9% |
| 30D | -12.9% | +3.1% | -16.1% | -13.7% |
| 3M | -9.2% | +9.2% | -18.4% | -11.5% |
| 6M | +98.8% | +43.7% | +55.1% | +80.2% |
| YTD | +87.2% | +57.4% | +29.8% | +65.0% |
| 1Y | +239.0% | +51.9% | +187.1% | +201.0% |
| 3Y | +679.5% | +125.4% | +554.1% | +521.3% |
| 5Y | +667.3% | +149.1% | +518.2% | +485.4% |
| 10Y | +1,301.0% | +135.4% | +1,165.6% | +1,113.9% |
| All | +1,301.0% | +136.6% | +1,164.4% | +1,113.9% |
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 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