+86.2%
TFC vs ARMK
+91.9%
-5.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -2.5% |
| 7D | +1.2% | -2.6% | +3.8% | +2.0% |
| 30D | +8.3% | -5.2% | +13.5% | +10.1% |
| 3M | -5.2% | -6.5% | +1.3% | -3.3% |
| 6M | -0.8% | +15.3% | -16.1% | -7.4% |
| YTD | +3.4% | +43.6% | -40.2% | -12.3% |
| 1Y | +17.0% | +42.1% | -25.0% | -0.4% |
| 3Y | +86.2% | +94.0% | -7.8% | +47.6% |
| All | +86.2% | +91.9% | -5.8% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling