+3,349.4%
TSM vs ARMK
+350.8%
+2,998.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.1% |
| 7D | +2.7% | -2.4% | +5.1% | +3.3% |
| 30D | +3.6% | 0.0% | +3.6% | +3.5% |
| 3M | -3.4% | +6.7% | -10.0% | -5.1% |
| 6M | +20.6% | +38.8% | -18.2% | +10.5% |
| YTD | +41.9% | +55.2% | -13.3% | +26.2% |
| 1Y | +84.4% | +46.6% | +37.8% | +66.0% |
| 3Y | +380.2% | +112.9% | +267.3% | +289.8% |
| 5Y | +275.3% | +144.0% | +131.4% | +193.6% |
| 10Y | +1,751.4% | +132.4% | +1,619.0% | +1,363.6% |
| All | +3,349.4% | +350.8% | +2,998.5% | +2,482.5% |
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