-22.4%
TYL vs ARWR
-28.9%
+6.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +27.1% |
| 3M | +37.3% | -32.2% | +69.5% | +42.4% |
| 6M | +31.2% | -26.5% | +57.7% | +34.0% |
| YTD | -7.4% | -12.4% | +5.0% | -8.0% |
| 1Y | -9.6% | +46.9% | -56.4% | -17.1% |
| 3Y | +1.9% | +116.0% | -114.1% | -19.3% |
| All | -22.4% | -28.9% | +6.6% | -26.3% |
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