-68.9%
TMF vs ARWR
+890.7%
-959.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.8% | +7.4% | +0.4% |
| 7D | +2.7% | -5.0% | +7.7% | +2.6% |
| 30D | +19.3% | -6.6% | +26.0% | +19.2% |
| 3M | -3.7% | -33.9% | +30.2% | -4.3% |
| 6M | -11.3% | -23.3% | +12.0% | -11.6% |
| YTD | -16.6% | -13.5% | -3.1% | -16.6% |
| 1Y | -21.1% | +42.5% | -63.7% | -20.3% |
| 3Y | -26.8% | +104.1% | -130.9% | -25.0% |
| 5Y | -88.0% | -28.8% | -59.2% | -88.1% |
| 10Y | -84.7% | +911.6% | -996.3% | -81.8% |
| All | -68.9% | +890.7% | -959.6% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling