+183.4%
TRU vs ARWR
+1,024.2%
-840.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | 0.0% | -17.8% | +17.9% | +2.4% |
| 30D | +21.3% | -18.1% | +39.4% | +24.1% |
| 3M | +0.2% | -44.2% | +44.4% | +7.6% |
| 6M | +22.4% | -38.6% | +61.0% | +28.9% |
| YTD | -4.8% | -28.0% | +23.2% | -2.7% |
| 1Y | -0.2% | +16.1% | -16.3% | -5.4% |
| 3Y | +57.9% | +84.0% | -26.1% | +32.7% |
| 5Y | -26.1% | -35.4% | +9.2% | -32.4% |
| All | +183.4% | +1,024.2% | -840.8% | +95.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling