+741.5%
TT vs ARWR
+1,021.8%
-280.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.9% |
| 7D | +3.5% | -19.9% | +23.4% | +5.3% |
| 30D | -11.0% | -18.7% | +7.7% | -9.6% |
| 3M | -12.0% | -44.7% | +32.7% | -7.8% |
| 6M | -10.4% | -36.5% | +26.1% | -7.5% |
| YTD | +9.9% | -25.7% | +35.6% | +11.6% |
| 1Y | +1.5% | +18.9% | -17.5% | -1.6% |
| 3Y | +93.7% | +83.1% | +10.6% | +74.0% |
| 5Y | +139.2% | -34.9% | +174.1% | +125.9% |
| 10Y | +741.5% | +1,080.9% | -339.4% | +577.8% |
| All | +741.5% | +1,021.8% | -280.3% | +577.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling