+25.4%
TMO vs ARMK
+41.1%
-15.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +2.0% |
| 7D | +0.3% | -5.8% | +6.1% | +1.5% |
| 30D | +4.3% | -5.3% | +9.6% | +5.4% |
| 3M | +25.1% | -6.7% | +31.9% | +26.3% |
| 6M | +52.9% | +17.4% | +35.6% | +43.8% |
| YTD | +22.2% | +43.0% | -20.8% | +5.8% |
| 1Y | +25.4% | +40.3% | -14.9% | +9.3% |
| All | +25.4% | +41.1% | -15.7% | +9.3% |
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