+1,100.7%
TNA vs ARWR
+162.6%
+938.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +1.9% | +2.5% |
| 7D | -2.1% | -19.9% | +17.8% | +3.3% |
| 30D | +3.1% | -18.7% | +21.8% | +8.5% |
| 3M | -20.2% | -44.7% | +24.5% | -7.1% |
| 6M | -10.0% | -36.5% | +26.5% | 0.0% |
| YTD | +30.3% | -25.7% | +56.0% | +38.4% |
| 1Y | +31.1% | +18.9% | +12.2% | +21.3% |
| 3Y | +149.4% | +83.1% | +66.3% | +96.6% |
| 5Y | -42.5% | -34.9% | -7.6% | -42.0% |
| 10Y | +46.7% | +1,080.9% | -1,034.2% | -18.7% |
| All | +1,100.7% | +162.6% | +938.1% | +814.3% |
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 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