-40.9%
TMF vs ARWR
+211.2%
-252.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -1.4% | +1.7% | -3.1% | -1.6% |
| 30D | -2.8% | -0.7% | -2.2% | -2.8% |
| 3M | -10.9% | +14.9% | -25.8% | -12.2% |
| 6M | -21.3% | +32.6% | -53.9% | -23.7% |
| YTD | -15.9% | +30.0% | -45.9% | -18.4% |
| 1Y | -15.7% | +208.4% | -224.1% | -25.5% |
| All | -40.9% | +211.2% | -252.2% | -51.0% |
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