-2.2%
TT vs ARMK
+44.7%
-47.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | -11.8% | -1.3% | -10.5% | -11.5% |
| 3M | -11.6% | -2.5% | -9.1% | -11.0% |
| 6M | -9.3% | +20.8% | -30.1% | -13.3% |
| YTD | +8.9% | +48.2% | -39.3% | +1.4% |
| 1Y | -2.2% | +45.7% | -48.0% | -8.8% |
| All | -2.2% | +44.7% | -47.0% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling