-88.0%
TMF vs ARWR
-28.9%
-59.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | +1.2% | -2.9% | +4.1% | +1.4% |
| 30D | +19.7% | -5.4% | +25.1% | +20.2% |
| 3M | -2.1% | -32.2% | +30.1% | +1.2% |
| 6M | -13.4% | -26.5% | +13.1% | -11.6% |
| YTD | -16.7% | -12.4% | -4.3% | -16.6% |
| 1Y | -23.3% | +46.9% | -70.2% | -27.3% |
| 3Y | -24.8% | +116.0% | -140.8% | -34.3% |
| All | -88.0% | -28.9% | -59.1% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling