+121.4%
TDG vs ARWR
-35.7%
+157.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -2.9% |
| 7D | +1.2% | -17.9% | +19.1% | +3.3% |
| 30D | +8.1% | -18.9% | +27.0% | +10.5% |
| 3M | -2.6% | -46.0% | +43.3% | +4.1% |
| 6M | +1.0% | -40.3% | +41.3% | +6.2% |
| YTD | -9.5% | -29.0% | +19.4% | -7.3% |
| 1Y | -8.0% | +13.8% | -21.9% | -11.5% |
| 3Y | +41.8% | +74.9% | -33.1% | +19.5% |
| All | +121.4% | -35.7% | +157.1% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling