+232.6%
TRU vs ARWR
+546.8%
-314.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.6% |
| 7D | -2.2% | -17.9% | +15.8% | +0.2% |
| 30D | +20.2% | -18.9% | +39.1% | +23.2% |
| 3M | +2.2% | -46.0% | +48.2% | +10.3% |
| 6M | +17.6% | -40.3% | +57.9% | +24.4% |
| YTD | -5.0% | -29.0% | +24.0% | -2.6% |
| 1Y | -1.0% | +13.8% | -14.8% | -5.9% |
| 3Y | +56.5% | +74.9% | -18.4% | +32.4% |
| 5Y | -26.2% | -36.2% | +10.0% | -32.1% |
| 10Y | +184.5% | +1,028.0% | -843.5% | +74.1% |
| All | +232.6% | +546.8% | -314.2% | +114.5% |
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