+122.4%
ARMK vs TMF
-84.4%
+206.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.6% | +4.4% |
| 7D | -2.6% | +1.2% | -3.8% | -2.6% |
| 30D | -5.2% | +19.7% | -24.9% | -4.5% |
| 3M | -6.5% | -2.1% | -4.4% | -6.5% |
| 6M | +15.3% | -13.4% | +28.7% | +14.7% |
| YTD | +43.6% | -16.7% | +60.3% | +42.7% |
| 1Y | +42.1% | -23.3% | +65.4% | +40.7% |
| 3Y | +94.0% | -24.8% | +118.8% | +93.9% |
| 5Y | +96.3% | -88.0% | +184.3% | +62.7% |
| All | +122.4% | -84.4% | +206.8% | +98.5% |
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