+74.7%
TNA vs ARWR
+1,080.6%
-1,005.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -7.6% | -4.3% | -3.3% | -5.9% |
| 30D | -13.6% | -7.3% | -6.4% | -11.0% |
| 3M | +2.8% | +17.0% | -14.2% | -4.9% |
| 6M | +34.5% | +39.8% | -5.3% | +15.6% |
| YTD | +41.0% | +24.7% | +16.4% | +26.2% |
| 1Y | +52.0% | +186.5% | -134.5% | -5.0% |
| 3Y | +103.5% | +176.8% | -73.3% | +17.5% |
| 5Y | -22.5% | +29.3% | -51.9% | -41.8% |
| All | +74.7% | +1,080.6% | -1,005.9% | -20.3% |
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