+41.7%
TDG vs ARWR
+77.5%
-35.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -3.1% |
| 7D | +1.2% | -17.9% | +19.1% | +2.4% |
| 30D | +8.1% | -18.9% | +27.0% | +9.5% |
| 3M | -2.6% | -46.0% | +43.3% | +1.2% |
| 6M | +1.0% | -40.3% | +41.3% | +4.0% |
| YTD | -9.5% | -29.0% | +19.4% | -8.1% |
| 1Y | -8.0% | +13.8% | -21.9% | -9.4% |
| All | +41.7% | +77.5% | -35.7% | +29.5% |
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