-35.8%
TRU vs ARWR
+26.4%
-62.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -9.4% | -4.3% | -5.1% | -8.7% |
| 30D | -4.1% | -7.3% | +3.1% | -2.9% |
| 3M | +13.6% | +17.0% | -3.4% | +9.5% |
| 6M | +3.6% | +39.8% | -36.2% | -4.1% |
| YTD | -9.8% | +24.7% | -34.5% | -15.3% |
| 1Y | -13.6% | +186.5% | -200.1% | -33.0% |
| 3Y | -2.0% | +176.8% | -178.7% | -30.9% |
| 5Y | -35.8% | +29.3% | -65.1% | -52.0% |
| All | -35.8% | +26.4% | -62.2% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling