+528.3%
TLN vs ARWR
+105.6%
+422.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.2% | +5.9% | +6.9% |
| 7D | -1.3% | -2.9% | +1.6% | -1.0% |
| 30D | -10.5% | -5.4% | -5.1% | -9.9% |
| 3M | +0.1% | -32.2% | +32.3% | +5.2% |
| 6M | -17.4% | -26.5% | +9.1% | -14.4% |
| YTD | -9.7% | -12.4% | +2.7% | -8.5% |
| 1Y | -12.3% | +46.9% | -59.1% | -16.5% |
| 3Y | +528.3% | +116.0% | +412.3% | +444.0% |
| All | +528.3% | +105.6% | +422.7% | +444.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling