+240.8%
TMUS vs ARMK
+125.8%
+115.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.4% |
| 7D | +9.5% | -0.7% | +10.2% | +9.6% |
| 30D | +13.8% | -1.3% | +15.1% | +13.8% |
| 3M | -4.6% | -2.5% | -2.1% | -4.4% |
| 6M | -11.7% | +20.8% | -32.5% | -15.6% |
| YTD | -15.4% | +48.2% | -63.6% | -22.7% |
| 1Y | -16.1% | +45.7% | -61.9% | -23.2% |
| 3Y | +20.5% | +96.6% | -76.1% | +2.2% |
| 5Y | +48.7% | +106.6% | -57.8% | +23.0% |
| 10Y | +240.8% | +132.6% | +108.2% | +174.5% |
| All | +240.8% | +125.8% | +115.0% | +174.5% |
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