+86.1%
ARM vs TYL
-34.2%
+120.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.0% | +7.9% | +3.2% |
| 7D | +5.5% | -3.7% | +9.1% | +4.8% |
| 30D | -8.2% | +18.7% | -26.9% | -5.4% |
| 3M | -35.9% | +18.1% | -54.1% | -33.4% |
| 6M | +103.1% | -1.1% | +104.2% | +113.5% |
| YTD | +130.6% | -19.8% | +150.4% | +132.3% |
| 1Y | +86.1% | -34.3% | +120.4% | +66.8% |
| All | +86.1% | -34.2% | +120.3% | +66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling