+397.0%
TSM vs ARWR
+197.7%
+199.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +2.9% |
| 7D | +2.7% | +1.7% | +1.0% | +2.4% |
| 30D | +3.6% | -0.7% | +4.3% | +3.7% |
| 3M | -3.4% | +14.9% | -18.2% | -5.8% |
| 6M | +20.6% | +32.6% | -12.0% | +14.8% |
| YTD | +41.9% | +30.0% | +11.8% | +35.0% |
| 1Y | +84.4% | +208.4% | -124.0% | +53.8% |
| All | +397.0% | +197.7% | +199.2% | +278.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling