+154.5%
TRV vs ARWR
+25.7%
+128.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.4% |
| 7D | +0.2% | -3.2% | +3.4% | +0.3% |
| 30D | -2.3% | -6.5% | +4.1% | -2.1% |
| 3M | +22.7% | +12.7% | +10.0% | +22.1% |
| 6M | +21.9% | +36.2% | -14.3% | +20.5% |
| YTD | +27.5% | +24.5% | +3.0% | +26.2% |
| 1Y | +36.2% | +198.0% | -161.7% | +30.3% |
| 3Y | +140.6% | +176.4% | -35.8% | +125.3% |
| 5Y | +154.5% | +26.6% | +128.0% | +133.8% |
| All | +154.5% | +25.7% | +128.8% | +133.8% |
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