+5,660.1%
TSEM vs ARMK
+350.8%
+5,309.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.9% | +8.7% | +8.1% |
| 7D | +6.9% | -2.4% | +9.3% | +7.6% |
| 30D | +5.3% | 0.0% | +5.3% | +5.2% |
| 3M | -14.9% | +6.7% | -21.6% | -16.7% |
| 6M | +80.0% | +38.8% | +41.2% | +63.5% |
| YTD | +89.4% | +55.2% | +34.2% | +65.8% |
| 1Y | +253.1% | +46.6% | +206.5% | +213.5% |
| 3Y | +642.1% | +112.9% | +529.2% | +488.2% |
| 5Y | +659.1% | +144.0% | +515.1% | +466.9% |
| 10Y | +1,291.4% | +132.4% | +1,158.9% | +982.6% |
| All | +5,660.1% | +350.8% | +5,309.3% | +3,440.5% |
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