+379.4%
TTD vs ARMK
+135.1%
+244.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.0% |
| 7D | +6.3% | -2.4% | +8.7% | +7.6% |
| 30D | -23.9% | 0.0% | -23.9% | -24.0% |
| 3M | -31.4% | +6.7% | -38.0% | -33.7% |
| 6M | -42.7% | +38.8% | -81.5% | -51.6% |
| YTD | -62.0% | +55.2% | -117.2% | -69.7% |
| 1Y | -72.2% | +46.6% | -118.8% | -77.3% |
| 3Y | -81.9% | +112.9% | -194.8% | -88.0% |
| 5Y | -81.5% | +144.0% | -225.5% | -88.3% |
| All | +379.4% | +135.1% | +244.3% | +210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling