+174.6%
ARM vs TYL
+10.9%
+163.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.0% | +4.7% |
| 7D | -15.2% | +6.7% | -21.9% | -15.3% |
| 30D | -40.7% | +26.5% | -67.2% | -41.4% |
| 3M | -39.1% | +37.3% | -76.4% | -40.8% |
| 6M | -26.4% | +31.2% | -57.6% | -28.4% |
| YTD | +59.7% | -7.4% | +67.1% | +74.1% |
| 1Y | +10.3% | -9.6% | +19.9% | +21.2% |
| 3Y | +228.9% | +1.9% | +227.0% | +241.7% |
| All | +174.6% | +10.9% | +163.7% | +169.2% |
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