+18.3%
TMO vs ARWR
+173.6%
-155.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.5% | -4.3% | +1.8% | -2.0% |
| 30D | -0.3% | -7.3% | +7.0% | +0.6% |
| 3M | +25.3% | +17.0% | +8.2% | +22.1% |
| 6M | +20.9% | +39.8% | -18.9% | +14.8% |
| YTD | +4.3% | +24.7% | -20.4% | +0.2% |
| 1Y | +27.0% | +186.5% | -159.4% | +8.1% |
| All | +18.3% | +173.6% | -155.3% | -9.5% |
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