+129.4%
ARMK vs TMF
-83.0%
+212.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +0.9% | +0.6% | +0.3% | +1.0% |
| 30D | -0.4% | +16.3% | -16.7% | +0.3% |
| 3M | -2.0% | -2.7% | +0.7% | -2.0% |
| 6M | +22.0% | -13.2% | +35.1% | +21.4% |
| YTD | +49.6% | -16.7% | +66.3% | +48.7% |
| 1Y | +46.4% | -22.7% | +69.1% | +45.0% |
| 3Y | +103.2% | -26.1% | +129.3% | +102.8% |
| 5Y | +108.1% | -88.4% | +196.6% | +71.2% |
| 10Y | +129.4% | -81.8% | +211.3% | +105.7% |
| All | +129.4% | -83.0% | +212.4% | +105.7% |
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