+97.2%
TFC vs ARMK
+134.7%
-37.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | -1.3% | +0.3% | -1.6% | -1.5% |
| 30D | -2.3% | +2.4% | -4.7% | -3.7% |
| 3M | +2.5% | +6.1% | -3.6% | -0.7% |
| 6M | +9.5% | +41.8% | -32.3% | -8.5% |
| YTD | +5.1% | +55.5% | -50.5% | -16.3% |
| 1Y | +15.5% | +49.6% | -34.1% | -6.3% |
| 3Y | +95.2% | +122.8% | -27.6% | +27.4% |
| 5Y | +14.5% | +151.0% | -136.5% | -30.8% |
| 10Y | +97.2% | +137.9% | -40.8% | +19.0% |
| All | +97.2% | +134.7% | -37.5% | +19.0% |
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