+361.7%
TXG vs ARMK
+47.4%
+314.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | +1.8% | -2.4% | +4.2% | +3.1% |
| 30D | +32.0% | 0.0% | +32.0% | +31.3% |
| 3M | +87.0% | +6.7% | +80.4% | +78.2% |
| 6M | +180.1% | +38.8% | +141.2% | +119.5% |
| YTD | +284.1% | +55.2% | +228.9% | +183.3% |
| 1Y | +361.7% | +46.6% | +315.1% | +242.4% |
| All | +361.7% | +47.4% | +314.3% | +242.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling