-26.1%
TMF vs ARWR
+79.9%
-106.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -15.3% | +15.4% | +1.2% |
| 7D | +0.6% | -17.3% | +17.9% | +1.9% |
| 30D | +16.3% | -21.5% | +37.8% | +18.2% |
| 3M | -2.7% | -43.8% | +41.1% | +1.2% |
| 6M | -13.2% | -32.3% | +19.1% | -11.1% |
| YTD | -16.7% | -25.8% | +9.2% | -15.6% |
| 1Y | -22.7% | +25.5% | -48.2% | -25.1% |
| 3Y | -26.1% | +84.1% | -110.2% | -33.7% |
| All | -26.1% | +79.9% | -106.0% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling