-10.3%
TYL vs ARMK
+45.6%
-55.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +0.9% |
| 7D | +4.3% | -0.7% | +5.0% | +4.5% |
| 30D | +28.0% | -1.3% | +29.3% | +28.0% |
| 3M | +32.3% | -2.5% | +34.8% | +32.1% |
| 6M | +29.9% | +20.8% | +9.1% | +20.8% |
| YTD | -7.1% | +48.2% | -55.3% | -21.1% |
| All | -10.3% | +45.6% | -55.9% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling