-3.0%
TFC vs ARWR
-28.9%
+25.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | +1.2% | -2.9% | +4.1% | +1.6% |
| 30D | +8.3% | -5.4% | +13.7% | +9.0% |
| 3M | -5.2% | -32.2% | +27.1% | -0.6% |
| 6M | -0.8% | -26.5% | +25.7% | +2.2% |
| YTD | +3.4% | -12.4% | +15.8% | +3.5% |
| 1Y | +17.0% | +46.9% | -29.9% | +8.2% |
| 3Y | +86.2% | +116.0% | -29.8% | +52.1% |
| All | -3.0% | -28.9% | +25.9% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling