+1,094.7%
TTMI vs ARMK
+134.7%
+960.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.5% |
| 7D | +7.5% | +0.3% | +7.1% | +7.3% |
| 30D | -4.5% | +2.4% | -6.8% | -5.3% |
| 3M | -28.5% | +6.1% | -34.6% | -30.2% |
| 6M | +28.4% | +41.8% | -13.4% | +12.6% |
| YTD | +80.1% | +55.5% | +24.5% | +51.9% |
| 1Y | +161.0% | +49.6% | +111.4% | +122.6% |
| 3Y | +862.4% | +122.8% | +739.7% | +603.4% |
| 5Y | +812.9% | +151.0% | +661.9% | +539.2% |
| 10Y | +1,094.7% | +138.0% | +956.8% | +705.6% |
| All | +1,094.7% | +134.7% | +960.0% | +705.6% |
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