+295.2%
TEL vs ARWR
+1,080.6%
-785.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -2.3% | -4.3% | +2.0% | -1.8% |
| 30D | -6.1% | -7.3% | +1.2% | -5.3% |
| 3M | +1.7% | +17.0% | -15.3% | -0.6% |
| 6M | +1.6% | +39.8% | -38.2% | -3.0% |
| YTD | -9.1% | +24.7% | -33.7% | -12.2% |
| 1Y | -1.7% | +186.5% | -188.1% | -14.4% |
| 3Y | +67.3% | +176.8% | -109.5% | +39.0% |
| 5Y | +52.1% | +29.3% | +22.8% | +32.2% |
| All | +295.2% | +1,080.6% | -785.4% | +188.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling