-81.8%
TMF vs ARWR
+921.6%
-1,003.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -15.3% | +15.4% | +0.4% |
| 7D | +0.6% | -17.3% | +17.9% | +0.9% |
| 30D | +16.3% | -21.5% | +37.8% | +16.8% |
| 3M | -2.7% | -43.8% | +41.1% | -1.7% |
| 6M | -13.2% | -32.3% | +19.1% | -12.6% |
| YTD | -16.7% | -25.8% | +9.2% | -16.4% |
| 1Y | -22.7% | +25.5% | -48.2% | -23.1% |
| 3Y | -26.1% | +84.1% | -110.2% | -27.4% |
| 5Y | -88.4% | -39.2% | -49.2% | -88.8% |
| 10Y | -81.8% | +1,072.4% | -1,154.2% | -81.9% |
| All | -81.8% | +921.6% | -1,003.4% | -81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling