+130.0%
ARMK vs TMF
-81.0%
+211.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +2.8% | -3.4% | +6.1% | +2.6% |
| 30D | -1.8% | +11.5% | -13.3% | -1.3% |
| 3M | -10.9% | -4.5% | -6.4% | -11.0% |
| 6M | +21.2% | -15.0% | +36.2% | +20.5% |
| YTD | +47.0% | -19.9% | +66.9% | +45.8% |
| 1Y | +42.9% | -26.6% | +69.4% | +41.2% |
| 3Y | +95.0% | -29.8% | +124.8% | +94.1% |
| 5Y | +106.2% | -88.2% | +194.4% | +70.5% |
| All | +130.0% | -81.0% | +211.0% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling