-48.9%
TSLL vs ARWR
+7.7%
-56.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.1% | +5.5% |
| 7D | +0.5% | -19.9% | +20.4% | +8.1% |
| 30D | +2.7% | -18.7% | +21.4% | +9.8% |
| 3M | +26.3% | -44.7% | +71.0% | +53.4% |
| 6M | -37.2% | -36.5% | -0.7% | -27.8% |
| YTD | -44.2% | -25.7% | -18.6% | -40.3% |
| 1Y | -44.0% | +18.9% | -62.9% | -50.9% |
| 3Y | 0.0% | +83.1% | -83.1% | -37.0% |
| All | -48.9% | +7.7% | -56.6% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling