+129.6%
TD vs ARWR
+105.6%
+24.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.6% |
| 7D | -1.7% | -2.9% | +1.2% | -1.5% |
| 30D | +8.2% | -5.4% | +13.6% | +8.6% |
| 3M | +1.7% | -32.2% | +33.9% | +4.1% |
| 6M | +14.2% | -26.5% | +40.8% | +16.0% |
| YTD | +32.8% | -12.4% | +45.1% | +32.8% |
| 1Y | +55.5% | +46.9% | +8.6% | +49.8% |
| 3Y | +129.6% | +116.0% | +13.7% | +109.5% |
| All | +129.6% | +105.6% | +24.0% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling