+104.5%
TFC vs ARMK
+120.0%
-15.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +2.4% | -2.4% | +4.8% | +3.4% |
| 30D | -1.3% | 0.0% | -1.3% | -1.5% |
| 3M | +6.1% | +6.7% | -0.6% | +3.0% |
| 6M | +7.3% | +38.8% | -31.5% | -7.5% |
| YTD | +8.2% | +55.2% | -47.0% | -11.5% |
| 1Y | +14.4% | +46.6% | -32.2% | -4.1% |
| All | +104.5% | +120.0% | -15.5% | +36.8% |
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