+129.4%
ARMK vs TXT
+115.3%
+14.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +1.9% | +3.0% |
| 7D | +0.9% | -3.5% | +4.4% | +2.8% |
| 30D | -0.4% | +15.2% | -15.5% | -7.9% |
| 3M | -2.0% | -4.5% | +2.5% | -0.2% |
| 6M | +22.0% | -6.1% | +28.1% | +24.3% |
| YTD | +49.6% | -2.0% | +51.6% | +47.8% |
| 1Y | +46.4% | +4.2% | +42.1% | +39.8% |
| 3Y | +103.2% | +14.4% | +88.8% | +78.7% |
| 5Y | +108.1% | +12.3% | +95.8% | +81.2% |
| 10Y | +129.4% | +101.8% | +27.6% | +43.5% |
| All | +129.4% | +115.3% | +14.1% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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