+676.1%
TSEM vs ARWR
+31.4%
+644.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.2% | +8.0% | +7.9% |
| 7D | +6.9% | +1.7% | +5.2% | +6.6% |
| 30D | +5.3% | -0.7% | +6.0% | +5.4% |
| 3M | -14.9% | +14.9% | -29.8% | -17.0% |
| 6M | +80.0% | +32.6% | +47.4% | +71.0% |
| YTD | +89.4% | +30.0% | +59.3% | +79.9% |
| 1Y | +253.1% | +208.4% | +44.7% | +194.6% |
| 3Y | +642.1% | +208.8% | +433.3% | +478.5% |
| All | +676.1% | +31.4% | +644.6% | +573.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling