-22.5%
TNA vs ARWR
+25.7%
-48.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -2.6% |
| 7D | -3.6% | -3.2% | -0.4% | -1.8% |
| 30D | -10.1% | -6.5% | -3.6% | -6.7% |
| 3M | +2.7% | +12.7% | -10.0% | -6.1% |
| 6M | +38.4% | +36.2% | +2.2% | +13.1% |
| YTD | +45.4% | +24.5% | +21.0% | +23.8% |
| 1Y | +55.9% | +198.0% | -142.0% | -23.1% |
| 3Y | +109.8% | +176.4% | -66.5% | -10.9% |
| 5Y | -22.5% | +26.6% | -49.1% | -48.7% |
| All | -22.5% | +25.7% | -48.2% | -48.7% |
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