+84.7%
TFC vs ARMK
+131.1%
-46.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | -0.1% |
| 7D | +0.3% | +0.9% | -0.6% | -0.4% |
| 30D | +9.2% | -0.4% | +9.5% | +8.8% |
| 3M | -2.9% | -2.0% | -0.9% | -2.8% |
| 6M | +3.5% | +22.0% | -18.5% | -7.3% |
| YTD | +5.4% | +49.6% | -44.2% | -14.9% |
| 1Y | +17.3% | +46.4% | -29.0% | -4.4% |
| 3Y | +96.7% | +103.2% | -6.5% | +33.5% |
| 5Y | -1.1% | +108.1% | -109.2% | -34.7% |
| 10Y | +84.7% | +129.4% | -44.7% | +13.2% |
| All | +84.7% | +131.1% | -46.4% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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