-1.9%
TRU vs ARWR
+173.2%
-175.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.3% |
| 7D | -6.5% | -3.2% | -3.3% | -6.0% |
| 30D | -2.5% | -6.5% | +4.0% | -1.6% |
| 3M | +10.4% | +12.7% | -2.3% | +7.6% |
| 6M | +1.6% | +36.2% | -34.5% | -4.5% |
| YTD | -9.7% | +24.5% | -34.2% | -14.4% |
| 1Y | -17.3% | +198.0% | -215.2% | -35.1% |
| All | -1.9% | +173.2% | -175.1% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling