+52.8%
TMUS vs ARWR
-36.3%
+89.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.8% |
| 7D | +8.2% | -19.9% | +28.1% | +9.0% |
| 30D | +13.4% | -18.7% | +32.1% | +14.2% |
| 3M | -3.0% | -44.7% | +41.6% | -0.6% |
| 6M | -8.8% | -36.5% | +27.7% | -7.4% |
| YTD | -13.8% | -25.7% | +11.8% | -13.6% |
| 1Y | -17.1% | +18.9% | -36.0% | -19.9% |
| 3Y | +22.7% | +83.1% | -60.4% | +9.6% |
| 5Y | +52.8% | -34.9% | +87.7% | +41.5% |
| All | +52.8% | -36.3% | +89.1% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling