+7.8%
TCOM vs ARWR
+1,024.2%
-1,016.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.7% |
| 7D | -1.8% | -17.8% | +16.1% | +0.4% |
| 30D | +12.1% | -18.1% | +30.2% | +14.5% |
| 3M | -3.2% | -44.2% | +41.0% | +3.3% |
| 6M | -16.6% | -38.6% | +22.0% | -12.7% |
| YTD | -39.4% | -28.0% | -11.4% | -38.2% |
| 1Y | -41.5% | +16.1% | -57.7% | -44.4% |
| 3Y | +24.4% | +84.0% | -59.6% | +4.7% |
| 5Y | +41.6% | -35.4% | +77.0% | +31.6% |
| All | +7.8% | +1,024.2% | -1,016.4% | -23.6% |
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 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