+12.0%
TXG vs ARMK
+89.9%
-77.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -4.9% | -4.8% |
| 7D | +1.8% | +7.1% | -5.3% | -0.4% |
| 30D | -17.7% | -1.6% | -16.0% | -16.9% |
| 3M | +2.3% | -10.5% | +12.9% | +6.3% |
| 6M | +182.5% | +11.8% | +170.7% | +172.2% |
| YTD | +262.4% | +47.3% | +215.1% | +219.8% |
| 1Y | +254.1% | +41.5% | +212.6% | +216.5% |
| 3Y | +66.6% | +95.3% | -28.7% | +37.0% |
| 5Y | -64.5% | +108.1% | -172.7% | -71.3% |
| All | +12.0% | +89.9% | -77.9% | +20.6% |
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