+75.7%
TFC vs ARWR
+1,024.2%
-948.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | +2.3% | -17.8% | +20.1% | +4.2% |
| 30D | +10.8% | -18.1% | +29.0% | +12.9% |
| 3M | -3.8% | -44.2% | +40.4% | +2.0% |
| 6M | +9.6% | -38.6% | +48.2% | +14.4% |
| YTD | +5.8% | -28.0% | +33.8% | +8.0% |
| 1Y | +16.2% | +16.1% | 0.0% | +11.9% |
| 3Y | +96.0% | +84.0% | +12.0% | +71.3% |
| 5Y | +1.7% | -35.4% | +37.1% | -5.0% |
| All | +75.7% | +1,024.2% | -948.6% | +39.7% |
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