+4,111.0%
TRV vs ARWR
-98.3%
+4,209.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +1.4% | -17.7% | +19.0% | +1.4% |
| 30D | +8.7% | -21.9% | +30.6% | +8.8% |
| 3M | +7.1% | -44.5% | +51.6% | +7.2% |
| 6M | +35.5% | -32.6% | +68.1% | +35.6% |
| YTD | +39.7% | -26.2% | +65.9% | +39.8% |
| 1Y | +44.1% | +23.0% | +21.1% | +43.9% |
| 3Y | +148.1% | +81.8% | +66.4% | +147.2% |
| 5Y | +178.6% | -36.0% | +214.6% | +178.0% |
| 10Y | +352.5% | +1,039.5% | -687.0% | +348.2% |
| All | +4,111.0% | -98.3% | +4,209.4% | +3,977.9% |
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