+131.3%
TLT vs ARWR
+496.5%
-365.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +0.1% | -2.9% | +3.0% | +0.1% |
| 30D | +6.2% | -5.4% | +11.6% | +6.2% |
| 3M | +0.1% | -32.2% | +32.3% | 0.0% |
| 6M | -3.0% | -26.5% | +23.5% | -3.0% |
| YTD | -2.7% | -12.4% | +9.7% | -2.7% |
| 1Y | -4.8% | +46.9% | -51.7% | -4.8% |
| 3Y | +6.9% | +116.0% | -109.1% | +7.1% |
| 5Y | -34.5% | -28.0% | -6.5% | -34.4% |
| 10Y | -17.3% | +923.9% | -941.2% | -16.5% |
| All | +131.3% | +496.5% | -365.2% | +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