+471.3%
TSEM vs ARWR
+105.6%
+365.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.6% |
| 7D | -17.5% | -2.9% | -14.6% | -16.9% |
| 30D | -44.7% | -5.4% | -39.3% | -44.0% |
| 3M | -38.9% | -32.2% | -6.6% | -34.1% |
| 6M | -36.7% | -26.5% | -10.2% | -33.2% |
| YTD | +17.0% | -12.4% | +29.4% | +18.5% |
| 1Y | +62.8% | +46.9% | +16.0% | +49.5% |
| 3Y | +471.3% | +116.0% | +355.3% | +349.2% |
| All | +471.3% | +105.6% | +365.7% | +349.2% |
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