-7.5%
TSCO vs ARWR
+25.7%
-33.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.7% | -3.4% |
| 7D | -2.5% | -3.2% | +0.7% | -2.2% |
| 30D | -1.1% | -6.5% | +5.3% | -0.6% |
| 3M | +14.3% | +12.7% | +1.6% | +12.5% |
| 6M | -31.9% | +36.2% | -68.1% | -34.4% |
| YTD | -30.7% | +24.5% | -55.1% | -32.8% |
| 1Y | -41.1% | +198.0% | -239.0% | -48.3% |
| 3Y | -17.1% | +176.4% | -193.5% | -30.6% |
| 5Y | -7.5% | +26.6% | -34.1% | -19.4% |
| All | -7.5% | +25.7% | -33.2% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling