+50.0%
TDG vs ARWR
+173.2%
-123.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.5% |
| 7D | -2.4% | -3.2% | +0.8% | -2.2% |
| 30D | -8.0% | -6.5% | -1.5% | -7.6% |
| 3M | -10.5% | +12.7% | -23.1% | -11.4% |
| 6M | -11.9% | +36.2% | -48.1% | -14.0% |
| YTD | -15.4% | +24.5% | -39.8% | -17.0% |
| 1Y | -14.2% | +198.0% | -212.2% | -21.0% |
| All | +50.0% | +173.2% | -123.1% | +31.5% |
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