+524.6%
TRI vs ARWR
+554.7%
-30.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -6.5% |
| 7D | -7.1% | +2.9% | -10.0% | -7.1% |
| 30D | -2.3% | -2.9% | +0.6% | -2.3% |
| 3M | +19.6% | +15.2% | +4.3% | +19.4% |
| 6M | -8.7% | +42.3% | -51.0% | -9.0% |
| YTD | -22.3% | +28.2% | -50.5% | -22.5% |
| 1Y | -40.7% | +213.2% | -253.9% | -41.3% |
| 3Y | -17.8% | +184.6% | -202.4% | -18.8% |
| 5Y | -8.5% | +29.2% | -37.7% | -9.4% |
| 10Y | +192.6% | +1,012.5% | -820.0% | +184.4% |
| All | +524.6% | +554.7% | -30.1% | +519.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling