+328.6%
TMO vs ARMK
+146.1%
+182.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.6% |
| 7D | -0.6% | +3.1% | -3.8% | -1.1% |
| 30D | +1.1% | -2.8% | +3.9% | +1.5% |
| 3M | +28.3% | +7.6% | +20.7% | +26.7% |
| 6M | +23.3% | +47.9% | -24.6% | +15.5% |
| YTD | +5.5% | +60.0% | -54.6% | -2.4% |
| 1Y | +24.5% | +52.2% | -27.7% | +16.1% |
| 3Y | +19.6% | +131.4% | -111.8% | +4.6% |
| 5Y | +8.1% | +163.2% | -155.1% | -7.3% |
| All | +328.6% | +146.1% | +182.6% | +327.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling