+1,029.9%
TNA vs ARWR
+154.1%
+875.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -1.4% |
| 7D | +3.7% | -17.8% | +21.6% | +8.5% |
| 30D | +4.4% | -18.1% | +22.5% | +9.7% |
| 3M | -26.7% | -44.2% | +17.5% | -14.8% |
| 6M | -12.8% | -38.6% | +25.8% | -2.2% |
| YTD | +22.7% | -28.0% | +50.7% | +31.4% |
| 1Y | +35.7% | +16.1% | +19.5% | +26.4% |
| 3Y | +134.6% | +84.0% | +50.6% | +85.0% |
| 5Y | -46.0% | -35.4% | -10.6% | -45.4% |
| 10Y | +38.0% | +1,043.1% | -1,005.0% | -22.8% |
| All | +1,029.9% | +154.1% | +875.8% | +768.2% |
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