-81.4%
TMF vs ARWR
+1,021.8%
-1,103.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | +0.1% |
| 7D | -3.4% | -19.9% | +16.6% | -3.0% |
| 30D | +11.5% | -18.7% | +30.2% | +11.9% |
| 3M | -4.5% | -44.7% | +40.2% | -3.5% |
| 6M | -15.0% | -36.5% | +21.5% | -14.3% |
| YTD | -19.9% | -25.7% | +5.8% | -19.6% |
| 1Y | -26.6% | +18.9% | -45.5% | -26.9% |
| 3Y | -29.8% | +83.1% | -112.9% | -31.1% |
| 5Y | -88.2% | -34.9% | -53.3% | -88.6% |
| 10Y | -81.4% | +1,080.9% | -1,162.2% | -81.4% |
| All | -81.4% | +1,021.8% | -1,103.2% | -81.4% |
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