+8,567.4%
TT vs ARWR
-98.0%
+8,665.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.8% | +2.4% | -4.3% |
| 7D | -9.0% | -5.0% | -4.0% | -8.9% |
| 30D | -17.6% | -6.6% | -11.0% | -17.6% |
| 3M | -18.7% | -33.9% | +15.2% | -18.4% |
| 6M | -17.4% | -23.3% | +5.9% | -17.3% |
| YTD | +1.5% | -13.5% | +15.0% | +1.6% |
| 1Y | -9.4% | +42.5% | -51.9% | -9.7% |
| 3Y | +85.1% | +104.1% | -19.0% | +83.5% |
| 5Y | +125.7% | -28.8% | +154.6% | +124.8% |
| 10Y | +757.3% | +911.6% | -154.3% | +735.6% |
| All | +8,567.4% | -98.0% | +8,665.5% | +7,169.5% |
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