+178.3%
TRV vs ARWR
-36.3%
+214.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.4% |
| 7D | -2.4% | -19.9% | +17.5% | -1.8% |
| 30D | +7.5% | -18.7% | +26.2% | +8.1% |
| 3M | +6.7% | -44.7% | +51.4% | +8.5% |
| 6M | +35.5% | -36.5% | +72.0% | +37.0% |
| YTD | +39.3% | -25.7% | +64.9% | +39.9% |
| 1Y | +41.8% | +18.9% | +22.9% | +39.8% |
| 3Y | +147.3% | +83.1% | +64.2% | +134.1% |
| 5Y | +178.3% | -34.9% | +213.2% | +158.0% |
| All | +178.3% | -36.3% | +214.6% | +158.0% |
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