+162.2%
ARM vs TYL
+13.5%
+148.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.7% | -14.8% | -13.1% |
| 7D | -27.1% | +15.1% | -42.2% | -27.3% |
| 30D | -44.9% | +30.1% | -75.0% | -45.6% |
| 3M | -39.3% | +40.4% | -79.7% | -41.0% |
| 6M | -20.2% | +31.3% | -51.5% | -21.9% |
| YTD | +52.5% | -5.2% | +57.7% | +66.2% |
| 1Y | +4.1% | -6.6% | +10.7% | +13.9% |
| 3Y | +211.7% | +3.4% | +208.3% | +225.6% |
| All | +162.2% | +13.5% | +148.7% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling