+99.6%
TXT vs ARWR
+1,055.7%
-956.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.7% |
| 7D | -1.1% | -17.7% | +16.6% | +0.8% |
| 30D | +17.1% | -21.9% | +39.0% | +19.9% |
| 3M | -2.6% | -44.5% | +41.9% | +3.3% |
| 6M | -4.6% | -32.6% | +28.0% | -1.3% |
| YTD | -0.3% | -26.2% | +25.9% | +1.5% |
| 1Y | +5.9% | +23.0% | -17.1% | +1.4% |
| 3Y | +14.4% | +81.8% | -67.4% | -0.4% |
| 5Y | +15.9% | -36.0% | +51.9% | +8.6% |
| 10Y | +99.6% | +1,039.5% | -940.0% | +52.9% |
| All | +99.6% | +1,055.7% | -956.1% | +52.9% |
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