+590.9%
TRI vs ARWR
+267.5%
+323.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -2.9% | -17.8% | +14.9% | -2.8% |
| 30D | +3.7% | -18.1% | +21.8% | +3.8% |
| 3M | +3.7% | -44.2% | +47.9% | +4.1% |
| 6M | +35.1% | -38.6% | +73.8% | +35.5% |
| YTD | -14.0% | -28.0% | +14.0% | -13.9% |
| 1Y | -19.0% | +16.1% | -35.1% | -19.2% |
| 3Y | -12.0% | +84.0% | -96.0% | -12.8% |
| 5Y | +0.6% | -35.4% | +36.0% | +0.1% |
| 10Y | +225.4% | +1,043.1% | -817.6% | +217.0% |
| All | +590.9% | +267.5% | +323.4% | +588.1% |
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