-81.9%
TMF vs ARWR
+1,009.4%
-1,091.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | 0.0% | -4.3% |
| 7D | -8.2% | -17.9% | +9.8% | -7.8% |
| 30D | +5.3% | -18.9% | +24.2% | +5.7% |
| 3M | -8.5% | -46.0% | +37.5% | -7.5% |
| 6M | -17.2% | -40.3% | +23.2% | -16.5% |
| YTD | -23.4% | -29.0% | +5.6% | -23.0% |
| 1Y | -30.2% | +13.8% | -44.1% | -30.5% |
| 3Y | -32.9% | +74.9% | -107.8% | -34.1% |
| 5Y | -88.5% | -36.2% | -52.3% | -88.9% |
| All | -81.9% | +1,009.4% | -1,091.3% | -81.8% |
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