-23.1%
TYL vs ARWR
-34.9%
+11.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +0.8% | -17.8% | +18.7% | +2.7% |
| 30D | +21.1% | -18.1% | +39.3% | +23.3% |
| 3M | +28.9% | -44.2% | +73.1% | +36.2% |
| 6M | +42.0% | -38.6% | +80.7% | +47.7% |
| YTD | -6.6% | -28.0% | +21.4% | -5.5% |
| 1Y | -9.1% | +16.1% | -25.2% | -14.7% |
| 3Y | +1.8% | +84.0% | -82.1% | -18.7% |
| All | -23.1% | -34.9% | +11.8% | -26.9% |
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 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