-63.0%
TXG vs ARMK
+106.1%
-169.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.7% |
| 7D | -8.1% | +2.8% | -10.9% | -9.7% |
| 30D | -17.5% | -1.8% | -15.7% | -15.6% |
| 3M | +6.1% | -10.9% | +17.0% | +16.7% |
| 6M | +202.7% | +21.2% | +181.4% | +152.5% |
| YTD | +280.4% | +47.0% | +233.4% | +168.9% |
| 1Y | +274.0% | +42.9% | +231.2% | +170.7% |
| 3Y | +74.9% | +95.0% | -20.1% | -6.7% |
| 5Y | -63.0% | +106.2% | -169.3% | -83.2% |
| All | -63.0% | +106.1% | -169.2% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling