+234.7%
TMUS vs ARWR
+921.6%
-686.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -15.3% | +19.5% | +5.0% |
| 7D | +5.3% | -17.3% | +22.7% | +6.4% |
| 30D | +13.5% | -21.5% | +35.1% | +15.0% |
| 3M | -4.2% | -43.8% | +39.6% | -1.2% |
| 6M | -11.9% | -32.3% | +20.4% | -10.5% |
| YTD | -15.6% | -25.8% | +10.3% | -15.1% |
| 1Y | -16.8% | +25.5% | -42.3% | -19.7% |
| 3Y | +20.8% | +84.1% | -63.3% | +9.4% |
| 5Y | +48.0% | -39.2% | +87.3% | +41.8% |
| 10Y | +234.7% | +1,072.4% | -837.7% | +164.9% |
| All | +234.7% | +921.6% | -686.8% | +164.9% |
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