+27.6%
TXG vs ARMK
+100.6%
-73.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +3.0% |
| 7D | +9.1% | +0.3% | +8.8% | +9.0% |
| 30D | +14.9% | +2.4% | +12.5% | +13.7% |
| 3M | +120.0% | +6.1% | +113.9% | +115.2% |
| 6M | +221.8% | +41.8% | +180.1% | +186.1% |
| YTD | +312.6% | +55.5% | +257.0% | +256.8% |
| 1Y | +398.4% | +49.6% | +348.9% | +335.9% |
| 3Y | +42.1% | +122.8% | -80.7% | +12.4% |
| 5Y | -63.5% | +151.0% | -214.5% | -71.3% |
| All | +27.6% | +100.6% | -73.0% | +34.5% |
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