+3,723.8%
TSEM vs ARMK
+330.5%
+3,393.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -2.8% |
| 7D | -9.5% | -0.7% | -8.8% | -9.0% |
| 30D | -35.5% | -1.3% | -34.2% | -34.8% |
| 3M | -41.6% | -2.5% | -39.1% | -40.8% |
| 6M | -30.1% | +20.8% | -50.8% | -33.6% |
| YTD | +25.7% | +48.2% | -22.5% | +12.2% |
| 1Y | +50.5% | +45.7% | +4.7% | +34.9% |
| 3Y | +501.7% | +96.6% | +405.2% | +391.6% |
| 5Y | +310.9% | +106.6% | +204.3% | +224.2% |
| 10Y | +849.8% | +132.6% | +717.2% | +635.9% |
| All | +3,723.8% | +330.5% | +3,393.3% | +2,297.2% |
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 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