+1,143.6%
TT vs ARMK
+350.8%
+792.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | 0.0% | -2.4% | +2.4% | +0.7% |
| 30D | -7.2% | 0.0% | -7.2% | -7.3% |
| 3M | -3.0% | +6.7% | -9.6% | -5.0% |
| 6M | +1.4% | +38.8% | -37.5% | -8.8% |
| YTD | +15.9% | +55.2% | -39.3% | +0.6% |
| 1Y | +9.4% | +46.6% | -37.2% | -3.6% |
| 3Y | +124.4% | +112.9% | +11.5% | +73.6% |
| 5Y | +138.0% | +144.0% | -6.0% | +74.1% |
| 10Y | +886.4% | +132.4% | +754.0% | +619.6% |
| All | +1,143.6% | +350.8% | +792.8% | +692.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling