-41.3%
TE vs ARWR
+29.5%
-70.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.4% | +11.4% | +10.6% |
| 7D | +18.2% | +2.9% | +15.4% | +16.9% |
| 30D | -13.5% | -2.9% | -10.6% | -12.4% |
| 3M | -44.6% | +15.2% | -59.8% | -47.8% |
| 6M | -24.7% | +42.3% | -67.0% | -35.8% |
| YTD | -24.3% | +28.2% | -52.4% | -33.3% |
| 1Y | +155.6% | +213.2% | -57.7% | +56.1% |
| 3Y | -18.3% | +184.6% | -202.9% | -53.0% |
| 5Y | -41.3% | +29.2% | -70.5% | -58.9% |
| All | -41.3% | +29.5% | -70.8% | -58.9% |
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 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