-85.4%
TTD vs ARMK
+96.3%
-181.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.5% | -2.0% |
| 7D | +5.2% | -2.6% | +7.8% | +6.8% |
| 30D | +6.9% | -5.2% | +12.1% | +10.2% |
| 3M | -26.8% | -6.5% | -20.3% | -24.2% |
| 6M | -46.1% | +15.3% | -61.4% | -52.3% |
| YTD | -65.9% | +43.6% | -109.5% | -74.7% |
| 1Y | -71.8% | +42.1% | -113.9% | -79.0% |
| 3Y | -83.3% | +94.0% | -177.3% | -91.2% |
| All | -85.4% | +96.3% | -181.7% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling