+550.5%
TTD vs ARMK
+131.1%
+419.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.2% | +11.3% | +13.5% |
| 7D | +19.0% | +0.9% | +18.0% | +18.5% |
| 30D | +23.6% | -0.4% | +24.0% | +23.6% |
| 3M | +8.2% | -2.0% | +10.2% | +8.7% |
| 6M | -35.3% | +22.0% | -57.3% | -41.8% |
| YTD | -60.7% | +49.6% | -110.3% | -68.2% |
| 1Y | -65.3% | +46.4% | -111.6% | -71.6% |
| 3Y | -80.6% | +103.2% | -183.8% | -86.8% |
| 5Y | -84.6% | +108.1% | -192.7% | -89.6% |
| 10Y | +550.5% | +129.4% | +421.1% | +327.2% |
| All | +550.5% | +131.1% | +419.4% | +327.2% |
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 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