+9,792.5%
TT vs ARWR
-97.0%
+9,889.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.2% | +1.7% | -1.9% | -0.2% |
| 30D | -7.4% | -0.7% | -6.7% | -7.4% |
| 3M | -3.2% | +14.9% | -18.1% | -3.3% |
| 6M | +1.1% | +32.6% | -31.5% | +0.9% |
| YTD | +15.6% | +30.0% | -14.4% | +15.4% |
| 1Y | +9.2% | +208.4% | -199.2% | +8.2% |
| 3Y | +124.4% | +208.8% | -84.4% | +121.8% |
| 5Y | +138.0% | +27.8% | +110.2% | +136.1% |
| 10Y | +886.4% | +1,107.6% | -221.2% | +859.7% |
| All | +9,792.5% | -97.0% | +9,889.6% | +8,174.6% |
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