+989.1%
TKO vs ARWR
+1,081.9%
-92.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +2.3% | -4.0% | +6.4% | +2.6% |
| 30D | -2.5% | -5.0% | +2.6% | -2.1% |
| 3M | -10.6% | +11.3% | -21.9% | -11.5% |
| 6M | -5.1% | +42.6% | -47.7% | -8.0% |
| YTD | -8.2% | +24.8% | -33.0% | -10.3% |
| 1Y | -4.4% | +178.8% | -183.2% | -12.4% |
| 3Y | +100.4% | +183.3% | -83.0% | +77.2% |
| 5Y | +294.3% | +29.5% | +264.8% | +260.0% |
| All | +989.1% | +1,081.9% | -92.8% | +775.2% |
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