+1,316.1%
TNA vs ARWR
+359.3%
+956.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -0.1% | +1.7% | -1.8% | -0.5% |
| 30D | -4.9% | -0.7% | -4.3% | -4.7% |
| 3M | +0.4% | +14.9% | -14.5% | -4.1% |
| 6M | +32.5% | +32.6% | -0.1% | +21.8% |
| YTD | +53.7% | +30.0% | +23.7% | +41.5% |
| 1Y | +65.1% | +208.4% | -143.2% | +19.0% |
| 3Y | +98.4% | +208.8% | -110.4% | +36.9% |
| 5Y | -22.5% | +27.8% | -50.3% | -33.8% |
| 10Y | +82.5% | +1,107.6% | -1,025.0% | -6.3% |
| All | +1,316.1% | +359.3% | +956.8% | +835.1% |
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