-82.3%
TTD vs ARMK
+114.7%
-197.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.0% |
| 7D | +6.3% | -2.4% | +8.7% | +7.3% |
| 30D | -23.9% | 0.0% | -23.9% | -24.0% |
| 3M | -31.4% | +6.7% | -38.0% | -33.3% |
| 6M | -42.7% | +38.8% | -81.5% | -50.1% |
| YTD | -62.0% | +55.2% | -117.2% | -68.6% |
| 1Y | -72.2% | +46.6% | -118.8% | -76.5% |
| All | -82.3% | +114.7% | -197.0% | -86.8% |
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