+1,504.0%
TFC vs ARWR
-98.0%
+1,602.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.9% |
| 7D | +1.2% | -2.9% | +4.1% | +1.2% |
| 30D | +8.3% | -5.4% | +13.7% | +8.4% |
| 3M | -5.2% | -32.2% | +27.1% | -5.0% |
| 6M | -0.8% | -26.5% | +25.7% | -0.7% |
| YTD | +3.4% | -12.4% | +15.8% | +3.5% |
| 1Y | +17.0% | +46.9% | -29.9% | +16.7% |
| 3Y | +86.2% | +116.0% | -29.8% | +84.9% |
| 5Y | -2.3% | -28.0% | +25.7% | -2.6% |
| 10Y | +93.9% | +923.9% | -830.0% | +90.8% |
| All | +1,504.0% | -98.0% | +1,602.0% | +1,591.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling