+3,767.6%
TRV vs ARWR
-97.0%
+3,864.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -0.1% | +1.7% | -1.8% | -0.2% |
| 30D | -3.4% | -0.7% | -2.8% | -3.4% |
| 3M | +26.4% | +14.9% | +11.5% | +26.3% |
| 6M | +19.3% | +32.6% | -13.3% | +19.2% |
| YTD | +28.3% | +30.0% | -1.7% | +28.2% |
| 1Y | +34.3% | +208.4% | -174.1% | +33.8% |
| 3Y | +140.1% | +208.8% | -68.7% | +138.9% |
| 5Y | +155.7% | +27.8% | +127.9% | +154.8% |
| 10Y | +285.5% | +1,107.6% | -822.0% | +281.5% |
| All | +3,767.6% | -97.0% | +3,864.6% | +3,639.6% |
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