-9.7%
TRI vs ARWR
+25.7%
-35.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.1% | -1.7% |
| 7D | -8.4% | -3.2% | -5.2% | -8.2% |
| 30D | -6.5% | -6.5% | 0.0% | -6.1% |
| 3M | +18.6% | +12.7% | +5.9% | +17.5% |
| 6M | -10.4% | +36.2% | -46.6% | -12.7% |
| YTD | -23.7% | +24.5% | -48.2% | -25.3% |
| 1Y | -42.5% | +198.0% | -240.4% | -47.8% |
| 3Y | -19.3% | +176.4% | -195.6% | -29.4% |
| 5Y | -9.7% | +26.6% | -36.2% | -18.3% |
| All | -9.7% | +25.7% | -35.3% | -18.3% |
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