+19.3%
ARM vs TYL
-10.1%
+29.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.7% | -10.0% | -3.7% |
| 7D | -18.7% | +17.3% | -36.0% | -14.1% |
| 30D | -36.7% | +28.9% | -65.6% | -31.3% |
| 3M | -31.6% | +35.1% | -66.7% | -25.0% |
| 6M | -5.6% | +29.3% | -35.0% | +5.3% |
| YTD | +75.5% | -6.8% | +82.2% | +84.9% |
| 1Y | +19.3% | -9.9% | +29.2% | +24.1% |
| All | +19.3% | -10.1% | +29.4% | +24.1% |
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