+39.5%
TMUS vs ARWR
+211.2%
-171.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | +0.1% | +1.7% | -1.6% | +0.1% |
| 30D | +5.3% | -0.7% | +5.9% | +5.2% |
| 3M | +3.1% | +14.9% | -11.7% | +3.1% |
| 6M | -16.5% | +32.6% | -49.1% | -16.6% |
| YTD | -9.2% | +30.0% | -39.2% | -9.3% |
| 1Y | -26.5% | +208.4% | -234.8% | -28.5% |
| All | +39.5% | +211.2% | -171.8% | +32.2% |
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