+680.9%
TLN vs ARWR
+38.7%
+642.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -15.3% | +22.6% | +9.0% |
| 7D | +9.1% | -17.3% | +26.4% | +11.2% |
| 30D | -4.1% | -21.5% | +17.5% | -1.6% |
| 3M | +4.4% | -43.8% | +48.3% | +11.7% |
| 6M | -6.0% | -32.3% | +26.2% | -2.1% |
| YTD | -3.1% | -25.8% | +22.7% | -0.3% |
| 1Y | -6.1% | +25.5% | -31.6% | -8.9% |
| 3Y | +575.3% | +84.1% | +491.2% | +493.0% |
| All | +680.9% | +38.7% | +642.2% | +590.2% |
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