+989.6%
TT vs ARMK
+299.4%
+690.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.5% | -3.2% |
| 7D | -9.0% | -10.2% | +1.2% | -5.8% |
| 30D | -17.6% | -9.3% | -8.3% | -15.1% |
| 3M | -18.7% | -11.4% | -7.3% | -15.6% |
| 6M | -17.4% | +11.6% | -29.0% | -20.5% |
| YTD | +1.5% | +37.5% | -35.9% | -8.5% |
| 1Y | -9.4% | +34.9% | -44.3% | -18.0% |
| 3Y | +85.1% | +83.4% | +1.6% | +50.0% |
| 5Y | +125.7% | +87.9% | +37.9% | +78.8% |
| 10Y | +757.3% | +117.0% | +640.3% | +536.7% |
| All | +989.6% | +299.4% | +690.2% | +621.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling