+168.9%
TYL vs ARMK
+123.7%
+45.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.5% | -6.7% | -3.2% |
| 7D | +6.7% | -2.6% | +9.3% | +7.1% |
| 30D | +26.5% | -5.2% | +31.7% | +27.5% |
| 3M | +37.3% | -6.5% | +43.8% | +38.5% |
| 6M | +31.2% | +15.3% | +15.9% | +26.5% |
| YTD | -7.4% | +43.6% | -51.0% | -14.6% |
| 1Y | -9.6% | +42.1% | -51.6% | -16.5% |
| 3Y | +1.9% | +94.0% | -92.1% | -12.4% |
| 5Y | -21.1% | +96.3% | -117.4% | -32.9% |
| All | +168.9% | +123.7% | +45.2% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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