+14.6%
TFC vs ARMK
+50.1%
-35.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.5% |
| 7D | +2.2% | +1.7% | +0.5% | +1.7% |
| 30D | -2.5% | +3.1% | -5.6% | -3.4% |
| 3M | +4.5% | +9.2% | -4.7% | +1.6% |
| 6M | +11.0% | +43.7% | -32.7% | -3.2% |
| YTD | +5.9% | +57.4% | -51.5% | -11.3% |
| 1Y | +14.6% | +51.9% | -37.3% | -1.1% |
| All | +14.6% | +50.1% | -35.5% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling