+180.7%
TYL vs ARMK
+132.6%
+48.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.0% |
| 7D | +4.3% | -0.7% | +5.0% | +4.3% |
| 30D | +28.0% | -1.3% | +29.3% | +27.9% |
| 3M | +32.3% | -2.5% | +34.8% | +32.4% |
| 6M | +29.9% | +20.8% | +9.1% | +24.1% |
| YTD | -7.1% | +48.2% | -55.3% | -14.9% |
| 1Y | -9.2% | +45.7% | -55.0% | -16.6% |
| 3Y | +0.7% | +96.6% | -95.8% | -13.6% |
| 5Y | -21.1% | +106.6% | -127.6% | -33.4% |
| All | +180.7% | +132.6% | +48.1% | +150.2% |
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