+7,367.3%
TYL vs ARWR
-97.0%
+7,464.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -3.7% | +1.7% | -5.4% | -3.7% |
| 30D | +18.7% | -0.7% | +19.4% | +18.7% |
| 3M | +18.1% | +14.9% | +3.3% | +18.1% |
| 6M | -1.1% | +32.6% | -33.7% | -1.2% |
| YTD | -19.8% | +30.0% | -49.9% | -19.9% |
| 1Y | -34.3% | +208.4% | -242.7% | -34.5% |
| 3Y | -8.2% | +208.8% | -217.0% | -8.6% |
| 5Y | -25.4% | +27.8% | -53.2% | -25.7% |
| 10Y | +115.6% | +1,107.6% | -992.0% | +114.7% |
| All | +7,367.3% | -97.0% | +7,464.3% | +10,403.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling