+302.2%
ARMK vs TMF
-66.3%
+368.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -2.4% | -1.4% | -1.0% | -2.5% |
| 30D | 0.0% | -2.8% | +2.9% | -0.1% |
| 3M | +6.7% | -10.9% | +17.6% | +6.1% |
| 6M | +38.8% | -21.3% | +60.1% | +37.2% |
| YTD | +55.2% | -15.9% | +71.1% | +53.9% |
| 1Y | +46.6% | -15.7% | +62.3% | +45.6% |
| 3Y | +112.9% | -43.4% | +156.3% | +107.7% |
| 5Y | +144.0% | -87.8% | +231.7% | +104.7% |
| 10Y | +132.4% | -86.7% | +219.2% | +104.3% |
| All | +302.2% | -66.3% | +368.5% | +318.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling