+1,056.0%
ARES vs TYL
+115.8%
+940.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | +0.9% |
| 7D | -1.7% | -3.7% | +2.0% | 0.0% |
| 30D | +0.3% | +18.7% | -18.5% | -7.6% |
| 3M | +8.5% | +18.1% | -9.7% | -0.9% |
| 6M | +23.5% | -1.1% | +24.6% | +21.8% |
| YTD | -11.2% | -19.8% | +8.6% | -4.0% |
| 1Y | -19.3% | -34.3% | +15.0% | -3.8% |
| 3Y | +48.7% | -8.2% | +56.9% | +45.1% |
| 5Y | +106.5% | -25.4% | +132.0% | +118.8% |
| All | +1,056.0% | +115.8% | +940.2% | +767.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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