+8,135.6%
TD vs ARWR
-59.9%
+8,195.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -0.7% | -17.7% | +17.0% | -0.6% |
| 30D | +7.6% | -21.9% | +29.5% | +7.8% |
| 3M | +3.0% | -44.5% | +47.5% | +3.4% |
| 6M | +16.8% | -32.6% | +49.4% | +17.1% |
| YTD | +34.3% | -26.2% | +60.5% | +34.5% |
| 1Y | +56.0% | +23.0% | +33.0% | +55.6% |
| 3Y | +132.4% | +81.8% | +50.6% | +130.6% |
| 5Y | +103.7% | -36.0% | +139.7% | +102.9% |
| 10Y | +299.2% | +1,039.5% | -740.4% | +289.8% |
| All | +8,135.6% | -59.9% | +8,195.5% | +7,368.5% |
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 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