+196.8%
TSCO vs ARWR
+1,024.2%
-827.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +0.3% | -17.8% | +18.1% | +1.7% |
| 30D | +11.3% | -18.1% | +29.5% | +12.9% |
| 3M | +1.5% | -44.2% | +45.6% | +5.9% |
| 6M | +24.0% | -38.6% | +62.6% | +27.8% |
| YTD | -25.7% | -28.0% | +2.3% | -24.7% |
| 1Y | -33.6% | +16.1% | -49.7% | -35.6% |
| 3Y | -1.5% | +84.0% | -85.5% | -11.8% |
| 5Y | -9.6% | -35.4% | +25.8% | -14.4% |
| All | +196.8% | +1,024.2% | -827.4% | +130.4% |
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