+87.9%
ARMK vs TMF
-87.8%
+175.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.4% | -3.9% |
| 7D | -10.2% | +2.7% | -12.9% | -10.3% |
| 30D | -9.3% | +19.3% | -28.6% | -10.1% |
| 3M | -11.4% | -3.7% | -7.7% | -11.3% |
| 6M | +11.6% | -11.3% | +22.9% | +12.1% |
| YTD | +37.5% | -16.6% | +54.1% | +38.4% |
| 1Y | +34.9% | -21.1% | +56.0% | +36.1% |
| 3Y | +83.4% | -26.8% | +110.3% | +84.6% |
| 5Y | +87.9% | -88.0% | +175.9% | +67.4% |
| All | +87.9% | -87.8% | +175.7% | +67.4% |
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