+679.5%
TSEM vs ARWR
+181.4%
+498.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +10.4% | +2.9% | +7.6% | +9.8% |
| 30D | -12.9% | -2.9% | -10.0% | -12.4% |
| 3M | -9.2% | +15.2% | -24.4% | -12.0% |
| 6M | +98.8% | +42.3% | +56.5% | +84.3% |
| YTD | +87.2% | +28.2% | +59.0% | +76.4% |
| 1Y | +239.0% | +213.2% | +25.7% | +172.0% |
| 3Y | +679.5% | +184.6% | +494.9% | +476.6% |
| All | +679.5% | +181.4% | +498.1% | +476.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling