+8,037.8%
TD vs ARWR
-52.4%
+8,090.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.6% |
| 7D | -1.7% | -2.9% | +1.2% | -1.7% |
| 30D | +8.2% | -5.4% | +13.6% | +8.3% |
| 3M | +1.7% | -32.2% | +33.9% | +2.0% |
| 6M | +14.2% | -26.5% | +40.8% | +14.4% |
| YTD | +32.8% | -12.4% | +45.1% | +32.8% |
| 1Y | +55.5% | +46.9% | +8.6% | +54.9% |
| 3Y | +129.6% | +116.0% | +13.7% | +127.6% |
| 5Y | +102.2% | -28.0% | +130.2% | +101.3% |
| 10Y | +306.3% | +923.9% | -617.7% | +296.7% |
| All | +8,037.8% | -52.4% | +8,090.2% | +7,272.1% |
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