+38.5%
TNA vs ARWR
+59.7%
-21.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.6% | +0.8% | +3.1% |
| 7D | +2.4% | +2.4% | 0.0% | +1.6% |
| 30D | -0.9% | -1.1% | +0.2% | -0.5% |
| 3M | -19.2% | -31.2% | +12.0% | -8.3% |
| 6M | -0.8% | -19.3% | +18.4% | +5.0% |
| YTD | +33.2% | -7.1% | +40.3% | +31.7% |
| 1Y | +38.5% | +62.9% | -24.4% | +14.4% |
| All | +38.5% | +59.7% | -21.2% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling