+41.0%
TDY vs ARWR
+29.9%
+11.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.1% | -4.0% | +2.9% | -0.7% |
| 30D | -12.0% | -5.0% | -7.0% | -11.5% |
| 3M | -3.2% | +11.3% | -14.5% | -4.8% |
| 6M | -7.9% | +42.6% | -50.5% | -12.1% |
| YTD | +18.2% | +24.8% | -6.6% | +14.2% |
| 1Y | +6.7% | +178.8% | -172.1% | -7.0% |
| 3Y | +47.5% | +183.3% | -135.8% | +21.5% |
| All | +41.0% | +29.9% | +11.1% | +19.6% |
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