-31.2%
TSEM vs ARWR
-85.7%
+54.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.8% |
| 7D | -17.5% | -2.9% | -14.6% | -17.5% |
| 30D | -44.7% | -5.4% | -39.3% | -44.6% |
| 3M | -38.9% | -32.2% | -6.6% | -38.6% |
| 6M | -36.7% | -26.5% | -10.2% | -36.5% |
| YTD | +17.0% | -12.4% | +29.4% | +17.1% |
| 1Y | +62.8% | +46.9% | +16.0% | +62.1% |
| 3Y | +471.3% | +116.0% | +355.3% | +464.7% |
| 5Y | +290.3% | -28.0% | +318.2% | +288.4% |
| 10Y | +790.1% | +923.9% | -133.9% | +759.0% |
| All | -31.2% | -85.7% | +54.4% | -51.5% |
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 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