-84.3%
TMF vs ARWR
+906.2%
-990.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | +1.2% | -2.9% | +4.1% | +1.3% |
| 30D | +19.7% | -5.4% | +25.1% | +19.9% |
| 3M | -2.1% | -32.2% | +30.1% | -1.2% |
| 6M | -13.4% | -26.5% | +13.1% | -12.9% |
| YTD | -16.7% | -12.4% | -4.3% | -16.7% |
| 1Y | -23.3% | +46.9% | -70.2% | -24.3% |
| 3Y | -24.8% | +116.0% | -140.8% | -27.1% |
| 5Y | -88.0% | -28.0% | -60.1% | -88.5% |
| All | -84.3% | +906.2% | -990.6% | -85.5% |
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