-25.8%
TE vs ARWR
+59.7%
-85.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.6% | -7.1% | -4.9% |
| 7D | +3.8% | +2.4% | +1.4% | +2.8% |
| 30D | -26.2% | -1.1% | -25.1% | -25.9% |
| 3M | -49.7% | -31.2% | -18.5% | -42.3% |
| 6M | -46.5% | -19.3% | -27.2% | -42.3% |
| YTD | -59.1% | -7.1% | -52.0% | -57.8% |
| 1Y | -25.8% | +62.9% | -88.7% | -47.7% |
| All | -25.8% | +59.7% | -85.5% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling