+235.4%
TSEM vs ARWR
+201.3%
+34.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.6% |
| 7D | +4.7% | -3.2% | +7.9% | +5.7% |
| 30D | -14.2% | -6.5% | -7.8% | -12.6% |
| 3M | -5.0% | +12.7% | -17.7% | -8.6% |
| 6M | +87.6% | +36.2% | +51.4% | +69.1% |
| YTD | +84.4% | +24.5% | +60.0% | +69.7% |
| 1Y | +235.4% | +198.0% | +37.4% | +141.5% |
| All | +235.4% | +201.3% | +34.1% | +141.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling