-12.5%
TLT vs ARWR
+921.6%
-934.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -15.3% | +15.4% | +0.1% |
| 7D | +0.3% | -17.3% | +17.6% | +0.4% |
| 30D | +5.1% | -21.5% | +26.6% | +5.2% |
| 3M | -0.2% | -43.8% | +43.6% | +0.1% |
| 6M | -2.9% | -32.3% | +29.3% | -2.7% |
| YTD | -2.7% | -25.8% | +23.1% | -2.6% |
| 1Y | -4.6% | +25.5% | -30.1% | -4.8% |
| 3Y | +6.1% | +84.1% | -78.1% | +5.5% |
| 5Y | -35.1% | -39.2% | +4.1% | -35.9% |
| 10Y | -12.5% | +1,072.4% | -1,084.9% | -12.5% |
| All | -12.5% | +921.6% | -934.1% | -12.5% |
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