+753.3%
TT vs ARWR
+906.2%
-153.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.3% |
| 7D | -2.0% | -2.9% | +0.9% | -1.8% |
| 30D | -14.0% | -5.4% | -8.6% | -13.7% |
| 3M | -15.9% | -32.2% | +16.4% | -13.3% |
| 6M | -17.3% | -26.5% | +9.2% | -15.6% |
| YTD | +4.0% | -12.4% | +16.4% | +4.2% |
| 1Y | -7.1% | +46.9% | -54.0% | -11.2% |
| 3Y | +90.2% | +116.0% | -25.7% | +69.6% |
| 5Y | +131.1% | -28.0% | +159.1% | +116.7% |
| All | +753.3% | +906.2% | -153.0% | +600.8% |
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