+1,709.2%
TSM vs ARWR
+1,099.2%
+610.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +2.9% |
| 7D | +2.7% | +1.7% | +1.0% | +2.5% |
| 30D | +3.6% | -0.7% | +4.3% | +3.6% |
| 3M | -3.4% | +14.9% | -18.2% | -5.2% |
| 6M | +20.6% | +32.6% | -12.0% | +16.2% |
| YTD | +41.9% | +30.0% | +11.8% | +36.7% |
| 1Y | +84.4% | +208.4% | -124.0% | +60.3% |
| 3Y | +380.2% | +208.8% | +171.4% | +297.7% |
| 5Y | +275.3% | +27.8% | +247.5% | +228.7% |
| All | +1,709.2% | +1,099.2% | +610.0% | +1,273.4% |
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