+329.6%
TTD vs ARMK
+117.6%
+212.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.5% | -1.2% |
| 7D | +5.2% | -2.6% | +7.8% | +6.4% |
| 30D | +6.9% | -5.2% | +12.1% | +9.3% |
| 3M | -26.8% | -6.5% | -20.3% | -24.9% |
| 6M | -46.1% | +15.3% | -61.4% | -50.3% |
| YTD | -65.9% | +43.6% | -109.5% | -71.9% |
| 1Y | -71.8% | +42.1% | -113.9% | -76.7% |
| 3Y | -83.3% | +94.0% | -177.3% | -88.5% |
| 5Y | -81.1% | +96.3% | -177.4% | -86.9% |
| 10Y | +441.7% | +126.7% | +315.0% | +254.3% |
| All | +329.6% | +117.6% | +212.0% | +186.9% |
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