+1,877.1%
TCOM vs ARWR
+637.9%
+1,239.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -9.5% | +1.7% | -11.2% | -9.6% |
| 30D | -10.7% | -0.7% | -10.1% | -10.7% |
| 3M | -14.6% | +14.9% | -29.5% | -15.7% |
| 6M | -19.3% | +32.6% | -52.0% | -21.2% |
| YTD | -42.9% | +30.0% | -73.0% | -44.3% |
| 1Y | -43.8% | +208.4% | -252.1% | -48.4% |
| 3Y | +2.1% | +208.8% | -206.7% | -8.8% |
| 5Y | +31.2% | +27.8% | +3.4% | +21.9% |
| 10Y | -13.9% | +1,107.6% | -1,121.5% | -33.0% |
| All | +1,877.1% | +637.9% | +1,239.1% | +1,546.2% |
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