+88.5%
TFC vs ARWR
+906.2%
-817.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | +1.2% | -2.9% | +4.1% | +1.5% |
| 30D | +8.3% | -5.4% | +13.7% | +8.9% |
| 3M | -5.2% | -32.2% | +27.1% | -1.5% |
| 6M | -0.8% | -26.5% | +25.7% | +1.6% |
| YTD | +3.4% | -12.4% | +15.8% | +3.6% |
| 1Y | +17.0% | +46.9% | -29.9% | +10.4% |
| 3Y | +86.2% | +116.0% | -29.8% | +61.3% |
| 5Y | -2.3% | -28.0% | +25.7% | -9.5% |
| All | +88.5% | +906.2% | -817.7% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling