+214.0%
ARM vs TYL
+5.0%
+209.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.7% | -14.8% | -13.0% |
| 7D | -27.1% | +15.1% | -42.2% | -26.9% |
| 30D | -44.9% | +30.1% | -75.0% | -45.0% |
| 3M | -39.3% | +40.4% | -79.7% | -40.2% |
| 6M | -20.2% | +31.3% | -51.5% | -20.8% |
| YTD | +52.5% | -5.2% | +57.7% | +67.3% |
| 1Y | +4.1% | -6.6% | +10.7% | +14.6% |
| All | +214.0% | +5.0% | +209.0% | +239.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling