+91.9%
TT vs ARMK
+100.8%
-8.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | -11.8% | -1.3% | -10.5% | -11.4% |
| 3M | -11.6% | -2.5% | -9.1% | -11.0% |
| 6M | -9.3% | +20.8% | -30.1% | -14.6% |
| YTD | +8.9% | +48.2% | -39.3% | -3.9% |
| 1Y | -2.2% | +45.7% | -48.0% | -13.3% |
| 3Y | +91.9% | +96.6% | -4.7% | +58.0% |
| All | +91.9% | +100.8% | -8.9% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling