+3.3%
TLT vs ARWR
+77.5%
-74.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.4% |
| 7D | -2.7% | -17.9% | +15.2% | -2.3% |
| 30D | +2.2% | -18.9% | +21.0% | +2.6% |
| 3M | -1.7% | -46.0% | +44.2% | -0.4% |
| 6M | -4.0% | -40.3% | +36.4% | -2.9% |
| YTD | -4.9% | -29.0% | +24.0% | -4.5% |
| 1Y | -7.4% | +13.8% | -21.2% | -8.1% |
| All | +3.3% | +77.5% | -74.2% | -0.3% |
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 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