+1,709.2%
TSM vs ARMK
+131.8%
+1,577.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.1% |
| 7D | +2.7% | -2.4% | +5.1% | +3.4% |
| 30D | +3.6% | 0.0% | +3.6% | +3.5% |
| 3M | -3.4% | +6.7% | -10.0% | -5.2% |
| 6M | +20.6% | +38.8% | -18.2% | +10.2% |
| YTD | +41.9% | +55.2% | -13.3% | +25.7% |
| 1Y | +84.4% | +46.6% | +37.8% | +65.5% |
| 3Y | +380.2% | +112.9% | +267.3% | +287.3% |
| 5Y | +275.3% | +144.0% | +131.4% | +191.4% |
| All | +1,709.2% | +131.8% | +1,577.4% | +1,488.3% |
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 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