+750.6%
TT vs ARWR
+921.6%
-171.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -15.3% | +20.0% | +6.0% |
| 7D | +1.7% | -17.3% | +19.1% | +3.2% |
| 30D | -11.8% | -21.5% | +9.7% | -10.2% |
| 3M | -12.6% | -43.8% | +31.2% | -8.5% |
| 6M | -9.4% | -32.3% | +22.9% | -7.0% |
| YTD | +8.8% | -25.8% | +34.7% | +10.5% |
| 1Y | -2.5% | +25.5% | -28.0% | -5.9% |
| 3Y | +95.7% | +84.1% | +11.5% | +75.6% |
| 5Y | +135.7% | -39.2% | +175.0% | +123.5% |
| 10Y | +750.6% | +1,072.4% | -321.8% | +585.3% |
| All | +750.6% | +921.6% | -171.0% | +585.3% |
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