+41.6%
TXN vs ARMK
+47.4%
-5.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | -0.1% | -2.4% | +2.3% | +0.6% |
| 30D | -6.9% | 0.0% | -7.0% | -6.9% |
| 3M | -14.9% | +6.7% | -21.6% | -17.0% |
| 6M | +29.0% | +38.8% | -9.8% | +13.1% |
| YTD | +51.5% | +55.2% | -3.7% | +26.6% |
| 1Y | +41.6% | +46.6% | -5.0% | +21.6% |
| All | +41.6% | +47.4% | -5.8% | +21.6% |
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 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