+31.3%
TYL vs ARMK
+12.8%
+18.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +1.1% |
| 7D | +15.1% | -10.2% | +25.3% | +13.4% |
| 30D | +30.1% | -9.3% | +39.3% | +28.3% |
| 3M | +40.4% | -11.4% | +51.8% | +38.0% |
| 6M | +31.3% | +11.6% | +19.7% | +31.6% |
| All | +31.3% | +12.8% | +18.5% | +31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling