+600.6%
TLN vs ARWR
+139.8%
+460.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.0% |
| 7D | +10.9% | +2.9% | +8.0% | +10.5% |
| 30D | -6.3% | -2.9% | -3.4% | -6.0% |
| 3M | -10.7% | +15.2% | -25.9% | -12.5% |
| 6M | +1.6% | +42.3% | -40.7% | -2.8% |
| YTD | -13.1% | +28.2% | -41.3% | -16.0% |
| 1Y | -15.1% | +213.2% | -228.3% | -25.6% |
| 3Y | +495.0% | +184.6% | +310.4% | +386.6% |
| All | +600.6% | +139.8% | +460.8% | +481.3% |
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