-19.3%
TYL vs ARWR
-29.8%
+10.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.8% | +8.5% | +2.4% |
| 7D | +15.1% | -5.0% | +20.1% | +15.7% |
| 30D | +30.1% | -6.6% | +36.7% | +30.8% |
| 3M | +40.4% | -33.9% | +74.3% | +46.0% |
| 6M | +31.3% | -23.3% | +54.6% | +33.4% |
| YTD | -5.2% | -13.5% | +8.3% | -5.7% |
| 1Y | -6.6% | +42.5% | -49.2% | -14.1% |
| 3Y | +3.4% | +104.1% | -100.7% | -17.1% |
| 5Y | -19.3% | -28.8% | +9.6% | -24.0% |
| All | -19.3% | -29.8% | +10.5% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling