+227.6%
TRU vs ARWR
+1,084.4%
-856.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.8% | -5.9% |
| 7D | -6.8% | +1.7% | -8.4% | -7.0% |
| 30D | 0.0% | -0.7% | +0.7% | +0.1% |
| 3M | +13.3% | +14.9% | -1.6% | +10.6% |
| 6M | +3.4% | +32.6% | -29.2% | -1.5% |
| YTD | -6.4% | +30.0% | -36.4% | -11.0% |
| 1Y | -9.7% | +208.4% | -218.1% | -25.0% |
| 3Y | +0.1% | +208.8% | -208.7% | -21.2% |
| 5Y | -34.0% | +27.8% | -61.9% | -44.3% |
| 10Y | +147.9% | +1,107.6% | -959.7% | +50.9% |
| All | +227.6% | +1,084.4% | -856.7% | +95.9% |
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