+297.1%
TD vs ARWR
+978.7%
-681.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.9% |
| 7D | -1.9% | -3.2% | +1.3% | -1.7% |
| 30D | -1.6% | -6.5% | +4.9% | -1.2% |
| 3M | +4.6% | +12.7% | -8.1% | +3.5% |
| 6M | +26.8% | +36.2% | -9.4% | +23.5% |
| YTD | +28.3% | +24.5% | +3.9% | +25.6% |
| 1Y | +60.4% | +198.0% | -137.5% | +46.8% |
| 3Y | +125.7% | +176.4% | -50.6% | +101.3% |
| 5Y | +122.4% | +26.6% | +95.8% | +103.9% |
| 10Y | +297.1% | +1,054.1% | -757.0% | +223.4% |
| All | +297.1% | +978.7% | -681.6% | +223.4% |
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 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