+420.4%
TTMI vs ARMK
+125.8%
+294.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.7% |
| 7D | -11.5% | -0.7% | -10.8% | -10.8% |
| 30D | -40.3% | -1.3% | -39.0% | -39.2% |
| 3M | -44.5% | -2.5% | -42.0% | -43.2% |
| 6M | -54.1% | +20.8% | -74.9% | -56.9% |
| YTD | +4.7% | +48.2% | -43.5% | -9.0% |
| 1Y | +3.3% | +45.7% | -42.4% | -9.7% |
| 3Y | +407.2% | +96.6% | +310.7% | +292.0% |
| 5Y | +406.5% | +106.6% | +299.9% | +282.6% |
| 10Y | +420.4% | +132.6% | +287.8% | +257.1% |
| All | +420.4% | +125.8% | +294.6% | +257.1% |
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