+721.7%
TXT vs ARWR
-97.0%
+818.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.8% | +1.7% | -6.5% | -4.8% |
| 30D | -10.6% | -0.7% | -10.0% | -10.6% |
| 3M | -13.2% | +14.9% | -28.1% | -13.3% |
| 6M | -20.3% | +32.6% | -53.0% | -20.5% |
| YTD | -9.3% | +30.0% | -39.3% | -9.4% |
| 1Y | -2.7% | +208.4% | -211.0% | -3.5% |
| 3Y | +1.4% | +208.8% | -207.4% | +0.3% |
| 5Y | +9.6% | +27.8% | -18.3% | +8.8% |
| 10Y | +94.9% | +1,107.6% | -1,012.7% | +90.8% |
| All | +721.7% | -97.0% | +818.7% | +736.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling