-23.8%
TSEM vs ARWR
-87.9%
+64.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -15.3% | +26.2% | +11.0% |
| 7D | -2.0% | -17.3% | +15.4% | -1.8% |
| 30D | -33.4% | -21.5% | -11.9% | -33.3% |
| 3M | -39.7% | -43.8% | +4.1% | -39.3% |
| 6M | -27.8% | -32.3% | +4.4% | -27.6% |
| YTD | +29.7% | -25.8% | +55.5% | +30.0% |
| 1Y | +81.1% | +25.5% | +55.6% | +80.6% |
| 3Y | +529.3% | +84.1% | +445.2% | +522.9% |
| 5Y | +315.0% | -39.2% | +354.2% | +313.6% |
| 10Y | +865.7% | +1,072.4% | -206.7% | +831.8% |
| All | -23.8% | -87.9% | +64.1% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling