-19.3%
TYL vs ARMK
+90.4%
-109.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +3.2% |
| 7D | +15.1% | -10.2% | +25.3% | +19.6% |
| 30D | +30.1% | -9.3% | +39.3% | +34.3% |
| 3M | +40.4% | -11.4% | +51.8% | +45.8% |
| 6M | +31.3% | +11.6% | +19.7% | +23.0% |
| YTD | -5.2% | +37.5% | -42.7% | -19.1% |
| 1Y | -6.6% | +34.9% | -41.5% | -19.7% |
| 3Y | +3.4% | +83.4% | -80.0% | -26.5% |
| 5Y | -19.3% | +87.9% | -107.2% | -47.5% |
| All | -19.3% | +90.4% | -109.6% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling