+1,119.4%
ARES vs TYL
+427.0%
+692.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.9% |
| 7D | +4.9% | +15.1% | -10.2% | -0.7% |
| 30D | +13.6% | +30.1% | -16.5% | +2.4% |
| 3M | -3.3% | +40.4% | -43.7% | -15.8% |
| 6M | +11.0% | +31.3% | -20.3% | -1.9% |
| YTD | -14.4% | -5.2% | -9.2% | -14.7% |
| 1Y | -9.1% | -6.6% | -2.5% | -9.1% |
| 3Y | +37.1% | +3.4% | +33.7% | +29.5% |
| 5Y | +83.3% | -19.3% | +102.6% | +85.0% |
| 10Y | +1,201.6% | +178.1% | +1,023.4% | +891.8% |
| All | +1,119.4% | +427.0% | +692.4% | +807.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling