+144.5%
ARMK vs TMF
-87.5%
+232.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | 0.0% | -2.8% | +2.9% | +0.1% |
| 3M | +6.7% | -10.9% | +17.6% | +7.2% |
| 6M | +38.8% | -21.3% | +60.1% | +40.2% |
| YTD | +55.2% | -15.9% | +71.1% | +56.2% |
| 1Y | +46.6% | -15.7% | +62.3% | +47.5% |
| 3Y | +112.9% | -43.4% | +156.3% | +115.3% |
| All | +144.5% | -87.5% | +232.0% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling