+628.3%
TLN vs ARWR
+63.9%
+564.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.0% |
| 6M | -17.4% | -26.5% | +9.1% | -14.6% |
| YTD | -9.7% | -12.4% | +2.7% | -8.6% |
| 1Y | -12.3% | +46.9% | -59.1% | -16.2% |
| 3Y | +528.3% | +116.0% | +412.3% | +442.5% |
| All | +628.3% | +63.9% | +564.4% | +532.9% |
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