+1,131.0%
ARES vs TYL
+185.3%
+945.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | +0.8% | +0.5% | +0.2% | +0.4% |
| 30D | +16.7% | +25.2% | -8.5% | +5.0% |
| 3M | -2.6% | +31.8% | -34.4% | -15.0% |
| 6M | +13.0% | +36.3% | -23.3% | -4.4% |
| YTD | -11.7% | -6.3% | -5.5% | -11.5% |
| 1Y | -6.7% | -9.5% | +2.8% | -5.0% |
| 3Y | +40.5% | +1.6% | +38.9% | +31.0% |
| 5Y | +88.2% | -21.8% | +110.0% | +94.1% |
| 10Y | +1,131.0% | +183.3% | +947.7% | +737.2% |
| All | +1,131.0% | +185.3% | +945.7% | +737.2% |
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