-22.7%
TGT vs ARWR
+29.5%
-52.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.9% |
| 7D | -0.6% | +2.9% | -3.5% | -1.0% |
| 30D | +9.5% | -2.9% | +12.4% | +9.9% |
| 3M | +32.3% | +15.2% | +17.0% | +28.9% |
| 6M | +37.0% | +42.3% | -5.3% | +29.1% |
| YTD | +71.0% | +28.2% | +42.8% | +62.9% |
| 1Y | +85.0% | +213.2% | -128.2% | +53.2% |
| 3Y | +46.8% | +184.6% | -137.8% | +14.9% |
| 5Y | -22.7% | +29.2% | -52.0% | -36.9% |
| All | -22.7% | +29.5% | -52.3% | -36.9% |
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 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