+893.7%
TT vs ARMK
+136.6%
+757.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | +1.6% | +1.7% | -0.1% | +1.0% |
| 30D | -7.3% | +3.1% | -10.4% | -8.3% |
| 3M | -2.6% | +9.2% | -11.8% | -5.3% |
| 6M | +5.9% | +43.7% | -37.8% | -5.5% |
| YTD | +15.4% | +57.4% | -42.0% | -0.1% |
| 1Y | +8.2% | +51.9% | -43.6% | -5.5% |
| 3Y | +122.7% | +125.4% | -2.7% | +69.9% |
| 5Y | +145.0% | +149.1% | -4.1% | +78.9% |
| 10Y | +893.7% | +135.4% | +758.3% | +701.5% |
| All | +893.7% | +136.6% | +757.1% | +701.5% |
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 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