-22.8%
TYL vs ARMK
+107.5%
-130.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -2.1% |
| 7D | +3.5% | +0.9% | +2.6% | +2.9% |
| 30D | +26.9% | -0.4% | +27.3% | +26.3% |
| 3M | +33.8% | -2.0% | +35.8% | +33.6% |
| 6M | +28.8% | +22.0% | +6.9% | +16.6% |
| YTD | -7.9% | +49.6% | -57.5% | -23.9% |
| 1Y | -9.8% | +46.4% | -56.1% | -24.9% |
| 3Y | +1.2% | +103.2% | -102.0% | -31.2% |
| 5Y | -22.8% | +108.1% | -130.9% | -51.7% |
| All | -22.8% | +107.5% | -130.3% | -51.7% |
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