+80.9%
TFC vs ARWR
+1,055.7%
-974.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +1.7% | -17.7% | +19.4% | +3.7% |
| 30D | +9.0% | -21.9% | +30.9% | +11.7% |
| 3M | -2.1% | -44.5% | +42.4% | +3.8% |
| 6M | +3.4% | -32.6% | +35.9% | +6.7% |
| YTD | +5.3% | -26.2% | +31.5% | +7.2% |
| 1Y | +16.2% | +23.0% | -6.8% | +11.2% |
| 3Y | +94.8% | +81.8% | +13.0% | +70.4% |
| 5Y | -0.7% | -36.0% | +35.4% | -7.1% |
| 10Y | +80.9% | +1,039.5% | -958.7% | +43.5% |
| All | +80.9% | +1,055.7% | -974.8% | +43.5% |
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 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