-10.0%
TNA vs ARWR
-32.1%
+22.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +1.9% | +2.5% |
| 7D | -2.1% | -19.9% | +17.8% | +3.7% |
| 30D | +3.1% | -18.7% | +21.8% | +8.7% |
| 3M | -20.2% | -44.7% | +24.5% | -6.2% |
| 6M | -10.0% | -36.5% | +26.5% | +0.6% |
| All | -10.0% | -32.1% | +22.1% | +0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling