+236.4%
TSM vs ARWR
-28.9%
+265.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.1% | +6.1% |
| 7D | -7.6% | -2.9% | -4.7% | -7.0% |
| 30D | -20.5% | -5.4% | -15.1% | -19.7% |
| 3M | -10.0% | -32.2% | +22.3% | -4.2% |
| 6M | -10.1% | -26.5% | +16.5% | -6.1% |
| YTD | +24.5% | -12.4% | +36.9% | +25.7% |
| 1Y | +31.2% | +46.9% | -15.7% | +20.8% |
| 3Y | +322.0% | +116.0% | +206.0% | +236.0% |
| All | +236.4% | -28.9% | +265.3% | +220.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling