+98.6%
TFC vs ARWR
+1,075.6%
-976.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | +2.2% | +2.9% | -0.6% | +2.0% |
| 30D | -2.5% | -2.9% | +0.4% | -2.2% |
| 3M | +4.5% | +15.2% | -10.7% | +2.6% |
| 6M | +11.0% | +42.3% | -31.3% | +6.2% |
| YTD | +5.9% | +28.2% | -22.3% | +2.2% |
| 1Y | +14.6% | +213.2% | -198.7% | -0.2% |
| 3Y | +96.7% | +184.6% | -87.9% | +65.7% |
| 5Y | +15.6% | +29.2% | -13.7% | +1.2% |
| 10Y | +98.6% | +1,012.5% | -913.9% | +55.1% |
| All | +98.6% | +1,075.6% | -976.9% | +55.1% |
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