+200.6%
TGT vs ARWR
+1,009.4%
-808.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.8% |
| 7D | +2.6% | -17.9% | +20.5% | +4.0% |
| 30D | +6.6% | -18.9% | +25.5% | +8.2% |
| 3M | +5.2% | -46.0% | +51.2% | +10.1% |
| 6M | +35.3% | -40.3% | +75.7% | +39.9% |
| YTD | +70.3% | -29.0% | +99.3% | +72.9% |
| 1Y | +81.2% | +13.8% | +67.3% | +76.2% |
| 3Y | +66.9% | +74.9% | -7.9% | +51.2% |
| 5Y | -27.2% | -36.2% | +9.1% | -31.3% |
| All | +200.6% | +1,009.4% | -808.8% | +154.5% |
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