-56.8%
TSLL vs ARWR
+26.8%
-83.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.2% | +7.4% | +8.2% |
| 7D | -21.2% | -2.9% | -18.3% | -20.0% |
| 30D | -13.3% | -5.4% | -7.9% | -11.0% |
| 3M | +15.4% | -32.2% | +47.6% | +32.1% |
| 6M | -34.2% | -26.5% | -7.7% | -27.6% |
| YTD | -52.9% | -12.4% | -40.5% | -51.9% |
| 1Y | -54.3% | +46.9% | -101.2% | -62.5% |
| 3Y | -18.4% | +116.0% | -134.3% | -50.9% |
| All | -56.8% | +26.8% | -83.7% | -68.5% |
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 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