+40.3%
ARMK vs TMF
-23.9%
+64.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.5% | -6.6% | -4.4% |
| 7D | -5.8% | +4.0% | -9.8% | -6.2% |
| 30D | -5.3% | +19.5% | -24.7% | -7.5% |
| 3M | -6.7% | -3.5% | -3.2% | -6.0% |
| 6M | +17.4% | -10.6% | +27.9% | +19.3% |
| YTD | +43.0% | -17.1% | +60.1% | +46.4% |
| 1Y | +40.3% | -24.3% | +64.6% | +43.6% |
| All | +40.3% | -23.9% | +64.2% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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