+365.8%
TTD vs ARMK
+138.4%
+227.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.3% | -3.5% |
| 7D | +1.7% | +1.7% | 0.0% | +0.9% |
| 30D | +1.6% | +3.1% | -1.5% | -0.2% |
| 3M | -27.8% | +9.2% | -37.1% | -31.1% |
| 6M | -52.1% | +43.7% | -95.8% | -60.3% |
| YTD | -63.1% | +57.4% | -120.4% | -70.7% |
| 1Y | -73.1% | +51.9% | -124.9% | -78.3% |
| 3Y | -83.3% | +125.4% | -208.7% | -89.2% |
| 5Y | -80.6% | +149.1% | -229.7% | -87.8% |
| All | +365.8% | +138.4% | +227.3% | +199.1% |
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