+753.3%
TT vs ARMK
+123.7%
+629.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.1% | +1.0% |
| 7D | -2.0% | -2.6% | +0.6% | -1.2% |
| 30D | -14.0% | -5.2% | -8.8% | -12.6% |
| 3M | -15.9% | -6.5% | -9.4% | -14.2% |
| 6M | -17.3% | +15.3% | -32.6% | -21.1% |
| YTD | +4.0% | +43.6% | -39.6% | -7.4% |
| 1Y | -7.1% | +42.1% | -49.2% | -17.1% |
| 3Y | +90.2% | +94.0% | -3.8% | +52.3% |
| 5Y | +131.1% | +96.3% | +34.9% | +81.5% |
| All | +753.3% | +123.7% | +629.6% | +571.4% |
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