+0.8%
TFC vs ARMK
+106.7%
-105.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +2.3% | +2.7% | -0.4% | +1.0% |
| 30D | +10.8% | -1.5% | +12.3% | +11.1% |
| 3M | -3.8% | -11.6% | +7.8% | +1.5% |
| 6M | +9.6% | +6.7% | +2.8% | +5.0% |
| YTD | +5.8% | +47.4% | -41.6% | -14.7% |
| 1Y | +16.2% | +41.5% | -25.3% | -4.4% |
| 3Y | +96.0% | +95.5% | +0.4% | +31.9% |
| All | +0.8% | +106.7% | -105.9% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling