+8.1%
TCOM vs ARWR
+1,055.7%
-1,047.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +6.5% | -17.7% | +24.2% | +8.8% |
| 30D | +13.3% | -21.9% | +35.2% | +16.4% |
| 3M | -6.5% | -44.5% | +38.1% | -0.1% |
| 6M | -16.3% | -32.6% | +16.3% | -13.4% |
| YTD | -38.7% | -26.2% | -12.5% | -37.6% |
| 1Y | -40.1% | +23.0% | -63.1% | -43.4% |
| 3Y | +30.6% | +81.8% | -51.1% | +10.3% |
| 5Y | +45.8% | -36.0% | +81.8% | +35.7% |
| 10Y | +8.1% | +1,039.5% | -1,031.4% | -23.7% |
| All | +8.1% | +1,055.7% | -1,047.6% | -23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling