-34.5%
TLT vs ARWR
-34.9%
+0.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.5% |
| 7D | -3.1% | -17.8% | +14.7% | -2.6% |
| 30D | +1.0% | -18.1% | +19.2% | +1.6% |
| 3M | -2.7% | -44.2% | +41.5% | -1.2% |
| 6M | -4.1% | -38.6% | +34.5% | -3.0% |
| YTD | -5.4% | -28.0% | +22.7% | -4.8% |
| 1Y | -7.0% | +16.1% | -23.2% | -8.0% |
| 3Y | +2.8% | +84.0% | -81.1% | -1.2% |
| All | -34.5% | -34.9% | +0.3% | -37.3% |
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 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