+131.2%
TLT vs ARWR
+785.5%
-654.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -0.4% | +1.7% | -2.1% | -0.4% |
| 30D | -0.6% | -0.7% | +0.1% | -0.6% |
| 3M | -2.7% | +14.9% | -17.6% | -2.7% |
| 6M | -5.6% | +32.6% | -38.3% | -5.6% |
| YTD | -2.8% | +30.0% | -32.8% | -2.7% |
| 1Y | -1.4% | +208.4% | -209.8% | -1.2% |
| 3Y | -1.6% | +208.8% | -210.4% | -1.3% |
| 5Y | -33.8% | +27.8% | -61.6% | -33.7% |
| 10Y | -21.1% | +1,107.6% | -1,128.7% | -20.4% |
| All | +131.2% | +785.5% | -654.3% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling