+264.5%
TYL vs ARMK
+350.8%
-86.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -3.7% | -2.4% | -1.3% | -3.1% |
| 30D | +18.7% | 0.0% | +18.7% | +18.6% |
| 3M | +18.1% | +6.7% | +11.5% | +16.2% |
| 6M | -1.1% | +38.8% | -39.9% | -8.9% |
| YTD | -19.8% | +55.2% | -75.0% | -27.9% |
| 1Y | -34.3% | +46.6% | -80.9% | -40.2% |
| 3Y | -8.2% | +112.9% | -121.1% | -24.1% |
| 5Y | -25.4% | +144.0% | -169.4% | -40.2% |
| 10Y | +115.6% | +132.4% | -16.8% | +77.4% |
| All | +264.5% | +350.8% | -86.4% | +148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling