-79.7%
TE vs ARWR
-28.9%
-50.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.0% |
| 7D | -12.6% | -2.9% | -9.7% | -11.3% |
| 30D | -36.7% | -5.4% | -31.3% | -35.1% |
| 3M | -57.5% | -32.2% | -25.2% | -50.3% |
| 6M | -55.2% | -26.5% | -28.7% | -49.9% |
| YTD | -64.7% | -12.4% | -52.3% | -63.8% |
| 1Y | -35.9% | +46.9% | -82.7% | -47.5% |
| 3Y | -31.8% | +116.0% | -147.8% | -55.8% |
| All | -79.7% | -28.9% | -50.7% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling