+997.1%
TAP vs ARWR
-97.0%
+1,094.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.3% | +1.7% | -4.0% | -2.3% |
| 30D | -2.1% | -0.7% | -1.5% | -2.1% |
| 3M | +6.6% | +14.9% | -8.3% | +6.5% |
| 6M | -11.5% | +32.6% | -44.1% | -11.6% |
| YTD | -10.3% | +30.0% | -40.3% | -10.4% |
| 1Y | -14.4% | +208.4% | -222.7% | -14.8% |
| 3Y | -28.3% | +208.8% | -237.1% | -28.8% |
| 5Y | +1.7% | +27.8% | -26.1% | +1.2% |
| 10Y | -49.2% | +1,107.6% | -1,156.8% | -50.1% |
| All | +997.1% | -97.0% | +1,094.2% | +940.5% |
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