+330.4%
TSM vs ARMK
+96.6%
+233.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +6.2% | +2.7% | +3.5% | +5.2% |
| 30D | -7.3% | -1.5% | -5.8% | -6.7% |
| 3M | -7.1% | -11.6% | +4.4% | -3.4% |
| 6M | +0.2% | +6.7% | -6.5% | -2.1% |
| YTD | +32.2% | +47.4% | -15.2% | +15.7% |
| 1Y | +42.8% | +41.5% | +1.3% | +26.5% |
| 3Y | +330.4% | +95.5% | +234.9% | +243.5% |
| All | +330.4% | +96.6% | +233.8% | +243.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling