+25.8%
TXG vs ARWR
+168.9%
-143.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | +5.0% | -4.3% | +9.3% | +6.4% |
| 30D | +13.5% | -7.3% | +20.8% | +16.2% |
| 3M | +128.0% | +17.0% | +111.0% | +114.9% |
| 6M | +224.4% | +39.8% | +184.6% | +187.4% |
| YTD | +307.0% | +24.7% | +282.3% | +271.5% |
| 1Y | +427.2% | +186.5% | +240.8% | +256.7% |
| 3Y | +40.2% | +176.8% | -136.6% | -15.5% |
| 5Y | -64.0% | +29.3% | -93.4% | -74.4% |
| All | +25.8% | +168.9% | -143.0% | -32.3% |
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