+38.5%
TXG vs ARMK
+125.3%
-86.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +3.7% |
| 7D | +9.4% | +1.7% | +7.7% | +8.1% |
| 30D | +26.1% | +3.1% | +23.0% | +22.3% |
| 3M | +124.8% | +9.2% | +115.6% | +108.7% |
| 6M | +215.2% | +43.7% | +171.6% | +135.4% |
| YTD | +302.2% | +57.4% | +244.8% | +180.7% |
| 1Y | +370.9% | +51.9% | +319.1% | +235.8% |
| 3Y | +38.5% | +125.4% | -86.9% | -25.4% |
| All | +38.5% | +125.3% | -86.8% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling