+786.5%
TSEM vs ARWR
+1,024.2%
-237.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.3% | -7.1% |
| 7D | +7.0% | -17.8% | +24.8% | +9.2% |
| 30D | -29.8% | -18.1% | -11.6% | -28.2% |
| 3M | -41.9% | -44.2% | +2.2% | -37.9% |
| 6M | -45.8% | -38.6% | -7.1% | -42.8% |
| YTD | +25.1% | -28.0% | +53.1% | +28.9% |
| 1Y | +48.2% | +16.1% | +32.1% | +43.8% |
| 3Y | +476.5% | +84.0% | +392.5% | +407.4% |
| 5Y | +301.4% | -35.4% | +336.8% | +279.8% |
| All | +786.5% | +1,024.2% | -237.8% | +577.3% |
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