-10.8%
TCOM vs ARWR
+978.7%
-989.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.9% |
| 7D | -10.2% | -3.2% | -7.0% | -9.8% |
| 30D | -16.8% | -6.5% | -10.4% | -16.2% |
| 3M | -16.7% | +12.7% | -29.4% | -18.4% |
| 6M | -27.1% | +36.2% | -63.3% | -30.5% |
| YTD | -45.5% | +24.5% | -70.0% | -47.7% |
| 1Y | -45.9% | +198.0% | -243.9% | -54.1% |
| 3Y | +9.8% | +176.4% | -166.6% | -11.5% |
| 5Y | +23.8% | +26.6% | -2.8% | +6.6% |
| 10Y | -10.8% | +1,054.1% | -1,064.8% | -37.9% |
| All | -10.8% | +978.7% | -989.5% | -37.9% |
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