+537.0%
TDG vs ARWR
+1,081.9%
-544.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.9% | -4.0% | +2.2% | -1.4% |
| 30D | -7.7% | -5.0% | -2.7% | -7.2% |
| 3M | -9.3% | +11.3% | -20.7% | -10.9% |
| 6M | -9.4% | +42.6% | -52.0% | -13.9% |
| YTD | -14.3% | +24.8% | -39.0% | -17.4% |
| 1Y | -11.8% | +178.8% | -190.6% | -24.0% |
| 3Y | +52.0% | +183.3% | -131.4% | +23.0% |
| 5Y | +128.8% | +29.5% | +99.4% | +97.0% |
| All | +537.0% | +1,081.9% | -544.9% | +318.3% |
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