+168.9%
TYL vs ARWR
+906.2%
-737.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.4% |
| 7D | +6.7% | -2.9% | +9.6% | +6.9% |
| 30D | +26.5% | -5.4% | +31.9% | +27.0% |
| 3M | +37.3% | -32.2% | +69.5% | +41.7% |
| 6M | +31.2% | -26.5% | +57.7% | +33.6% |
| YTD | -7.4% | -12.4% | +5.0% | -7.7% |
| 1Y | -9.6% | +46.9% | -56.4% | -15.0% |
| 3Y | +1.9% | +116.0% | -114.1% | -12.4% |
| 5Y | -21.1% | -28.0% | +6.8% | -26.9% |
| All | +168.9% | +906.2% | -737.3% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling