+849.8%
TSEM vs ARWR
+1,055.7%
-205.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -9.5% | -17.7% | +8.2% | -7.6% |
| 30D | -35.5% | -21.9% | -13.6% | -33.6% |
| 3M | -41.6% | -44.5% | +3.0% | -37.4% |
| 6M | -30.1% | -32.6% | +2.5% | -27.1% |
| YTD | +25.7% | -26.2% | +51.9% | +29.2% |
| 1Y | +50.5% | +23.0% | +27.5% | +45.0% |
| 3Y | +501.7% | +81.8% | +420.0% | +429.9% |
| 5Y | +310.9% | -36.0% | +346.9% | +289.0% |
| 10Y | +849.8% | +1,039.5% | -189.7% | +622.8% |
| All | +849.8% | +1,055.7% | -205.9% | +622.8% |
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