+383.3%
TPR vs ARWR
+1,055.7%
-672.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +12.1% | -17.7% | +29.8% | +15.1% |
| 30D | +16.7% | -21.9% | +38.6% | +20.8% |
| 3M | -17.4% | -44.5% | +27.1% | -9.8% |
| 6M | +2.3% | -32.6% | +34.9% | +7.4% |
| YTD | +7.1% | -26.2% | +33.3% | +10.2% |
| 1Y | +29.5% | +23.0% | +6.5% | +21.5% |
| 3Y | +415.0% | +81.8% | +333.3% | +324.7% |
| 5Y | +261.5% | -36.0% | +297.5% | +233.7% |
| 10Y | +383.3% | +1,039.5% | -656.2% | +238.0% |
| All | +383.3% | +1,055.7% | -672.4% | +238.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling