-34.3%
TLT vs ARWR
-28.9%
-5.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +0.1% | -2.9% | +3.0% | +0.2% |
| 30D | +6.2% | -5.4% | +11.6% | +6.3% |
| 3M | +0.1% | -32.2% | +32.3% | +1.1% |
| 6M | -3.0% | -26.5% | +23.5% | -2.3% |
| YTD | -2.7% | -12.4% | +9.7% | -2.7% |
| 1Y | -4.8% | +46.9% | -51.7% | -6.5% |
| 3Y | +6.9% | +116.0% | -109.1% | +2.1% |
| All | -34.3% | -28.9% | -5.4% | -36.6% |
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