+296.4%
ARM vs TYL
-4.0%
+300.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.0% | +7.9% | +4.4% |
| 7D | +5.5% | -3.7% | +9.1% | +5.9% |
| 30D | -8.2% | +18.7% | -26.9% | -10.5% |
| 3M | -35.9% | +18.1% | -54.1% | -37.9% |
| 6M | +103.1% | -1.1% | +104.2% | +106.5% |
| YTD | +130.6% | -19.8% | +150.4% | +152.4% |
| 1Y | +86.1% | -34.3% | +120.4% | +121.6% |
| All | +296.4% | -4.0% | +300.4% | +290.2% |
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 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