+992.5%
TAP vs ARWR
-98.0%
+1,090.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.5% |
| 7D | +0.5% | -2.9% | +3.4% | +0.5% |
| 30D | +9.1% | -5.4% | +14.5% | +9.2% |
| 3M | -3.8% | -32.2% | +28.4% | -3.7% |
| 6M | -3.4% | -26.5% | +23.1% | -3.4% |
| YTD | -10.6% | -12.4% | +1.8% | -10.6% |
| 1Y | -4.4% | +46.9% | -51.3% | -4.6% |
| 3Y | -24.4% | +116.0% | -140.3% | -24.8% |
| 5Y | +2.1% | -28.0% | +30.0% | +1.8% |
| 10Y | -48.7% | +923.9% | -972.7% | -49.6% |
| All | +992.5% | -98.0% | +1,090.5% | +937.6% |
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