-72.2%
TTD vs ARMK
+47.4%
-119.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.1% |
| 7D | +6.3% | -2.4% | +8.7% | +7.1% |
| 30D | -23.9% | 0.0% | -23.9% | -24.0% |
| 3M | -31.4% | +6.7% | -38.0% | -33.0% |
| 6M | -42.7% | +38.8% | -81.5% | -48.7% |
| YTD | -62.0% | +55.2% | -117.2% | -68.2% |
| 1Y | -72.2% | +46.6% | -118.8% | -76.0% |
| All | -72.2% | +47.4% | -119.6% | -76.0% |
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 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