+0.6%
TRI vs ARWR
-38.4%
+39.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.6% |
| 7D | -7.5% | -17.9% | +10.4% | -6.5% |
| 30D | +3.9% | -18.9% | +22.8% | +5.1% |
| 3M | +7.2% | -46.0% | +53.1% | +10.8% |
| 6M | +27.0% | -40.3% | +67.3% | +30.2% |
| YTD | -14.0% | -29.0% | +14.9% | -13.3% |
| 1Y | -17.7% | +13.8% | -31.5% | -20.4% |
| 3Y | -10.7% | +74.9% | -85.5% | -20.6% |
| 5Y | +0.6% | -36.2% | +36.8% | -3.9% |
| All | +0.6% | -38.4% | +39.0% | -3.9% |
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