+1,502.2%
TSM vs ARWR
+921.6%
+580.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -15.3% | +18.8% | +5.3% |
| 7D | -2.5% | -17.3% | +14.8% | -0.5% |
| 30D | -14.3% | -21.5% | +7.3% | -12.0% |
| 3M | -7.2% | -43.8% | +36.6% | -1.2% |
| 6M | -5.1% | -32.3% | +27.1% | -1.5% |
| YTD | +28.9% | -25.8% | +54.7% | +32.1% |
| 1Y | +37.1% | +25.5% | +11.6% | +31.7% |
| 3Y | +341.5% | +84.1% | +257.3% | +287.5% |
| 5Y | +245.7% | -39.2% | +284.9% | +227.3% |
| 10Y | +1,502.2% | +1,072.4% | +429.9% | +1,155.2% |
| All | +1,502.2% | +921.6% | +580.7% | +1,155.2% |
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 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