-12.9%
TDG vs ARWR
+188.4%
-201.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.7% | -4.3% | +1.6% | -2.4% |
| 30D | -9.3% | -7.3% | -2.0% | -8.9% |
| 3M | -7.1% | +17.0% | -24.1% | -8.1% |
| 6M | -11.2% | +39.8% | -50.9% | -13.1% |
| YTD | -15.3% | +24.7% | -39.9% | -16.8% |
| All | -12.9% | +188.4% | -201.2% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling