-55.4%
TSLL vs ARWR
+88.3%
-143.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.2% | -11.7% | -11.8% |
| 7D | +1.9% | +1.7% | +0.2% | +1.2% |
| 30D | +17.8% | -0.7% | +18.4% | +17.9% |
| 3M | -37.0% | +14.9% | -51.9% | -40.5% |
| 6M | -37.7% | +32.6% | -70.3% | -44.1% |
| YTD | -51.4% | +30.0% | -81.4% | -56.7% |
| 1Y | -23.4% | +208.4% | -231.7% | -52.1% |
| 3Y | -30.8% | +208.8% | -239.6% | -63.5% |
| All | -55.4% | +88.3% | -143.7% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling