+130.6%
ARMK vs TMF
-82.1%
+212.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | +2.7% | -9.3% | +11.9% | +2.3% |
| 30D | -1.5% | +1.9% | -3.4% | -1.4% |
| 3M | -11.6% | -11.2% | -0.3% | -11.9% |
| 6M | +6.7% | -17.7% | +24.5% | +6.0% |
| YTD | +47.4% | -24.5% | +71.9% | +45.9% |
| 1Y | +41.5% | -29.4% | +70.9% | +39.6% |
| 3Y | +95.5% | -33.4% | +129.0% | +94.3% |
| 5Y | +108.4% | -88.7% | +197.1% | +72.2% |
| All | +130.6% | -82.1% | +212.7% | +106.9% |
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