+356.2%
TPR vs ARWR
+1,024.2%
-668.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -0.3% | -17.8% | +17.6% | +2.6% |
| 30D | +15.1% | -18.1% | +33.3% | +18.3% |
| 3M | +3.5% | -44.2% | +47.7% | +12.8% |
| 6M | +0.4% | -38.6% | +39.1% | +7.1% |
| YTD | +4.6% | -28.0% | +32.6% | +8.0% |
| 1Y | +33.1% | +16.1% | +17.0% | +26.1% |
| 3Y | +396.0% | +84.0% | +312.0% | +308.2% |
| 5Y | +230.3% | -35.4% | +265.7% | +204.6% |
| All | +356.2% | +1,024.2% | -668.0% | +221.0% |
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