+4,046.3%
TMO vs ARWR
-97.1%
+4,143.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.7% |
| 7D | +0.4% | +2.9% | -2.4% | +0.4% |
| 30D | +1.5% | -2.9% | +4.4% | +1.5% |
| 3M | +28.5% | +15.2% | +13.3% | +28.4% |
| 6M | +20.4% | +42.3% | -21.9% | +20.1% |
| YTD | +4.3% | +28.2% | -23.9% | +4.1% |
| 1Y | +24.1% | +213.2% | -189.1% | +23.4% |
| 3Y | +17.5% | +184.6% | -167.2% | +16.6% |
| 5Y | +6.8% | +29.2% | -22.4% | +6.2% |
| 10Y | +311.9% | +1,012.5% | -700.7% | +305.9% |
| All | +4,046.3% | -97.1% | +4,143.4% | +4,436.6% |
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