+153.1%
TE vs ARWR
+201.3%
-48.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -1.8% |
| 7D | +15.0% | -3.2% | +18.2% | +16.5% |
| 30D | -7.5% | -6.5% | -1.1% | -4.9% |
| 3M | -42.0% | +12.7% | -54.6% | -44.6% |
| 6M | -31.4% | +36.2% | -67.6% | -40.3% |
| YTD | -26.5% | +24.5% | -51.0% | -33.4% |
| 1Y | +153.1% | +198.0% | -44.9% | +29.9% |
| All | +153.1% | +201.3% | -48.3% | +29.9% |
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 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