-53.2%
TE vs ARWR
+46.2%
-99.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -4.0% | +1.7% | -5.7% | -4.4% |
| 30D | -15.9% | -0.7% | -15.2% | -15.6% |
| 3M | -60.5% | +14.9% | -75.4% | -62.0% |
| 6M | -35.2% | +32.6% | -67.8% | -40.8% |
| YTD | -31.1% | +30.0% | -61.2% | -37.0% |
| 1Y | +148.6% | +208.4% | -59.7% | +79.0% |
| 3Y | -26.4% | +208.8% | -235.2% | -50.0% |
| 5Y | -48.0% | +27.8% | -75.8% | -62.4% |
| All | -53.2% | +46.2% | -99.4% | -66.4% |
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