-44.0%
TSLL vs ARWR
+25.1%
-69.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.1% | +5.6% |
| 7D | +0.5% | -19.9% | +20.4% | +6.0% |
| 30D | +2.7% | -18.7% | +21.4% | +7.8% |
| 3M | +26.3% | -44.7% | +71.0% | +45.3% |
| 6M | -37.2% | -36.5% | -0.7% | -30.4% |
| YTD | -44.2% | -25.7% | -18.6% | -40.8% |
| 1Y | -44.0% | +18.9% | -62.9% | -46.2% |
| All | -44.0% | +25.1% | -69.1% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling