+97.4%
TXT vs ARWR
+1,075.6%
-978.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | -0.2% | +2.9% | -3.1% | -0.5% |
| 30D | -11.1% | -2.9% | -8.2% | -10.8% |
| 3M | -13.0% | +15.2% | -28.2% | -14.6% |
| 6M | -16.2% | +42.3% | -58.5% | -19.8% |
| YTD | -8.7% | +28.2% | -36.9% | -11.9% |
| 1Y | -3.8% | +213.2% | -217.0% | -16.1% |
| 3Y | +5.5% | +184.6% | -179.1% | -11.4% |
| 5Y | +12.3% | +29.2% | -17.0% | -1.4% |
| 10Y | +97.4% | +1,012.5% | -915.1% | +48.9% |
| All | +97.4% | +1,075.6% | -978.2% | +48.9% |
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