+277.8%
TKO vs ARWR
+29.8%
+248.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +0.1% | -4.3% | +4.4% | +0.5% |
| 30D | -2.6% | -7.3% | +4.6% | -2.0% |
| 3M | -7.8% | +17.0% | -24.8% | -9.2% |
| 6M | -7.0% | +39.8% | -46.8% | -10.1% |
| YTD | -8.5% | +24.7% | -33.2% | -10.9% |
| 1Y | -1.3% | +186.5% | -187.8% | -10.6% |
| 3Y | +105.0% | +176.8% | -71.8% | +77.7% |
| All | +277.8% | +29.8% | +248.0% | +250.2% |
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 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