+181.2%
TSCO vs ARWR
+1,081.9%
-900.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.7% | -4.0% | -1.6% | -5.4% |
| 30D | -8.8% | -5.0% | -3.7% | -8.4% |
| 3M | +6.3% | +11.3% | -5.0% | +5.1% |
| 6M | -32.3% | +42.6% | -74.9% | -34.6% |
| YTD | -32.7% | +24.8% | -57.5% | -34.4% |
| 1Y | -43.7% | +178.8% | -222.4% | -48.9% |
| 3Y | -19.7% | +183.3% | -203.0% | -29.8% |
| 5Y | -11.6% | +29.5% | -41.1% | -20.2% |
| All | +181.2% | +1,081.9% | -900.6% | +110.1% |
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 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