-24.9%
TSLL vs ARWR
+103.1%
-128.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.8% | -15.1% | -19.2% |
| 7D | -28.9% | -5.0% | -23.9% | -27.1% |
| 30D | -21.4% | -6.6% | -14.8% | -18.8% |
| 3M | +5.0% | -33.9% | +38.9% | +22.8% |
| 6M | -36.6% | -23.3% | -13.3% | -30.8% |
| YTD | -56.6% | -13.5% | -43.2% | -55.5% |
| 1Y | -60.9% | +42.5% | -103.4% | -68.4% |
| All | -24.9% | +103.1% | -128.0% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling