+590.6%
TRI vs ARWR
+262.7%
+327.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.4% |
| 7D | -7.5% | -17.9% | +10.4% | -7.4% |
| 30D | +3.9% | -18.9% | +22.8% | +4.1% |
| 3M | +7.2% | -46.0% | +53.1% | +7.6% |
| 6M | +27.0% | -40.3% | +67.3% | +27.4% |
| YTD | -14.0% | -29.0% | +14.9% | -13.9% |
| 1Y | -17.7% | +13.8% | -31.5% | -17.9% |
| 3Y | -10.7% | +74.9% | -85.5% | -11.5% |
| 5Y | +0.6% | -36.2% | +36.8% | +0.1% |
| 10Y | +225.3% | +1,028.0% | -802.7% | +216.9% |
| All | +590.6% | +262.7% | +327.9% | +587.9% |
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 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