+742.8%
TTMI vs ARMK
+330.5%
+412.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -11.5% | -0.7% | -10.8% | -10.8% |
| 30D | -40.3% | -1.3% | -39.0% | -39.3% |
| 3M | -44.5% | -2.5% | -42.0% | -43.3% |
| 6M | -54.1% | +20.8% | -74.9% | -56.8% |
| YTD | +4.7% | +48.2% | -43.5% | -8.5% |
| 1Y | +3.3% | +45.7% | -42.4% | -9.2% |
| 3Y | +407.2% | +96.6% | +310.7% | +296.6% |
| 5Y | +406.5% | +106.6% | +299.9% | +287.7% |
| 10Y | +420.4% | +132.6% | +287.8% | +260.2% |
| All | +742.8% | +330.5% | +412.3% | +406.3% |
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 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