+79.6%
TSM vs ARWR
+200.0%
-120.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.6% |
| 7D | +6.0% | +2.9% | +3.2% | +5.4% |
| 30D | +4.5% | -2.9% | +7.4% | +5.1% |
| 3M | +3.1% | +15.2% | -12.1% | -0.3% |
| 6M | +30.2% | +42.3% | -12.1% | +20.5% |
| YTD | +45.2% | +28.2% | +17.0% | +36.2% |
| 1Y | +79.6% | +213.2% | -133.7% | +29.5% |
| All | +79.6% | +200.0% | -120.4% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling