+1,216.8%
ARES vs TYL
+168.7%
+1,048.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.2% |
| 7D | +4.5% | +6.7% | -2.1% | +1.5% |
| 30D | +15.7% | +26.5% | -10.8% | +3.7% |
| 3M | -2.0% | +37.3% | -39.3% | -15.9% |
| 6M | +10.4% | +31.2% | -20.7% | -4.7% |
| YTD | -14.2% | -7.4% | -6.9% | -13.6% |
| 1Y | -7.8% | -9.6% | +1.8% | -6.1% |
| 3Y | +41.4% | +1.9% | +39.5% | +31.7% |
| 5Y | +83.7% | -21.1% | +104.8% | +88.5% |
| All | +1,216.8% | +168.7% | +1,048.2% | +819.0% |
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