+1,267.4%
ARES vs TYL
+174.6%
+1,092.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.4% |
| 7D | +5.0% | +3.5% | +1.5% | +3.3% |
| 30D | +19.1% | +26.9% | -7.8% | +6.5% |
| 3M | +3.1% | +33.8% | -30.8% | -10.5% |
| 6M | +12.9% | +28.8% | -16.0% | -1.7% |
| YTD | -10.7% | -7.9% | -2.8% | -9.7% |
| 1Y | -5.5% | -9.8% | +4.2% | -3.8% |
| 3Y | +45.0% | +1.2% | +43.8% | +35.5% |
| 5Y | +87.4% | -22.8% | +110.2% | +94.2% |
| 10Y | +1,267.4% | +168.8% | +1,098.6% | +858.6% |
| All | +1,267.4% | +174.6% | +1,092.9% | +858.6% |
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