+21.3%
TFC vs ARWR
+59.7%
-38.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +2.7% |
| 7D | +5.1% | +2.4% | +2.7% | +4.9% |
| 30D | +9.8% | -1.1% | +10.9% | +9.9% |
| 3M | -2.4% | -31.2% | +28.7% | 0.0% |
| 6M | +4.9% | -19.3% | +24.2% | +6.0% |
| YTD | +6.6% | -7.1% | +13.7% | +5.3% |
| 1Y | +21.3% | +62.9% | -41.6% | +17.8% |
| All | +21.3% | +59.7% | -38.4% | +17.8% |
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