+328.6%
TMO vs ARWR
+1,081.9%
-753.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | -4.0% | +3.4% | -0.2% |
| 30D | +1.1% | -5.0% | +6.2% | +1.6% |
| 3M | +28.3% | +11.3% | +17.0% | +26.5% |
| 6M | +23.3% | +42.6% | -19.3% | +18.2% |
| YTD | +5.5% | +24.8% | -19.3% | +2.3% |
| 1Y | +24.5% | +178.8% | -154.2% | +10.6% |
| 3Y | +19.6% | +183.3% | -163.8% | +1.6% |
| 5Y | +8.1% | +29.5% | -21.4% | -4.7% |
| All | +328.6% | +1,081.9% | -753.3% | +216.9% |
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