-36.6%
TSLL vs ARWR
-25.6%
-10.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.8% | -15.1% | -19.2% |
| 7D | -28.9% | -5.0% | -23.9% | -26.9% |
| 30D | -21.4% | -6.6% | -14.8% | -18.9% |
| 3M | +5.0% | -33.9% | +38.9% | +19.8% |
| 6M | -36.6% | -23.3% | -13.3% | -31.8% |
| All | -36.6% | -25.6% | -10.9% | -31.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling