+526.3%
TMO vs ARMK
+357.2%
+169.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.0% |
| 7D | +0.4% | +1.7% | -1.3% | +0.1% |
| 30D | +1.5% | +3.1% | -1.6% | +0.8% |
| 3M | +28.5% | +9.2% | +19.3% | +26.4% |
| 6M | +20.4% | +43.7% | -23.3% | +12.4% |
| YTD | +4.3% | +57.4% | -53.1% | -4.2% |
| 1Y | +24.1% | +51.9% | -27.7% | +14.6% |
| 3Y | +17.5% | +125.4% | -107.9% | +1.1% |
| 5Y | +6.8% | +149.1% | -142.3% | -10.2% |
| 10Y | +311.9% | +135.4% | +176.4% | +272.8% |
| All | +526.3% | +357.2% | +169.1% | +381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling