+275.3%
TMUS vs ARWR
+6.5%
+268.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | +3.6% | -2.9% | +6.5% | +3.7% |
| 30D | -3.4% | -5.4% | +2.0% | -3.1% |
| 3M | -9.5% | -32.2% | +22.8% | -7.3% |
| 6M | -15.2% | -26.5% | +11.3% | -14.0% |
| YTD | -18.9% | -12.4% | -6.5% | -19.1% |
| 1Y | -17.7% | +46.9% | -64.6% | -21.2% |
| 3Y | +15.6% | +116.0% | -100.3% | +4.0% |
| 5Y | +38.9% | -28.0% | +66.9% | +32.0% |
| 10Y | +245.3% | +923.9% | -678.7% | +143.7% |
| All | +275.3% | +6.5% | +268.8% | +207.6% |
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