+131.6%
ARMK vs TXT
+98.8%
+32.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | +2.8% | -0.8% | +3.6% | +3.2% |
| 30D | -1.8% | +13.4% | -15.2% | -8.5% |
| 3M | -10.9% | -2.5% | -8.3% | -10.2% |
| 6M | +21.2% | -6.2% | +27.4% | +23.7% |
| YTD | +47.0% | -1.3% | +48.4% | +44.7% |
| 1Y | +42.9% | +4.3% | +38.5% | +36.3% |
| 3Y | +95.0% | +13.2% | +81.8% | +72.4% |
| 5Y | +106.2% | +12.4% | +93.8% | +79.5% |
| 10Y | +131.6% | +94.8% | +36.8% | +41.1% |
| All | +131.6% | +98.8% | +32.8% | +41.1% |
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