+265.7%
TSM vs ARWR
-34.9%
+300.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | +6.2% | -17.8% | +24.1% | +9.3% |
| 30D | -7.3% | -18.1% | +10.9% | -4.4% |
| 3M | -7.1% | -44.2% | +37.0% | +1.7% |
| 6M | +0.2% | -38.6% | +38.9% | +7.5% |
| YTD | +32.2% | -28.0% | +60.3% | +37.5% |
| 1Y | +42.8% | +16.1% | +26.6% | +36.3% |
| 3Y | +330.4% | +84.0% | +246.4% | +250.3% |
| All | +265.7% | -34.9% | +300.6% | +246.4% |
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 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