+79.6%
TSM vs ARMK
+50.1%
+29.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +2.0% |
| 7D | +6.0% | +1.7% | +4.3% | +5.6% |
| 30D | +4.5% | +3.1% | +1.4% | +3.7% |
| 3M | +3.1% | +9.2% | -6.1% | +0.8% |
| 6M | +30.2% | +43.7% | -13.5% | +18.6% |
| YTD | +45.2% | +57.4% | -12.2% | +32.0% |
| 1Y | +79.6% | +51.9% | +27.7% | +68.1% |
| All | +79.6% | +50.1% | +29.5% | +68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling