+4.3%
TYL vs ARMK
+83.8%
-79.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +2.5% |
| 7D | +15.1% | -10.2% | +25.3% | +17.7% |
| 30D | +30.1% | -9.3% | +39.3% | +32.5% |
| 3M | +40.4% | -11.4% | +51.8% | +43.5% |
| 6M | +31.3% | +11.6% | +19.7% | +25.5% |
| YTD | -5.2% | +37.5% | -42.7% | -14.7% |
| 1Y | -6.6% | +34.9% | -41.5% | -15.6% |
| All | +4.3% | +83.8% | -79.5% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling