-52.1%
TSLL vs ARWR
+7.4%
-59.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -15.3% | +26.2% | +16.2% |
| 7D | -14.3% | -17.3% | +3.0% | -9.0% |
| 30D | -6.2% | -21.5% | +15.4% | +1.6% |
| 3M | +21.2% | -43.8% | +65.0% | +46.4% |
| 6M | -36.6% | -32.3% | -4.3% | -28.7% |
| YTD | -47.8% | -25.8% | -21.9% | -44.1% |
| 1Y | -45.2% | +25.5% | -70.7% | -53.0% |
| 3Y | -3.3% | +84.1% | -87.4% | -39.1% |
| All | -52.1% | +7.4% | -59.5% | -63.4% |
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