+558.1%
TTD vs ARWR
+1,055.7%
-497.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.4% |
| 7D | +19.9% | -17.7% | +37.6% | +24.4% |
| 30D | +27.6% | -21.9% | +49.6% | +34.1% |
| 3M | +15.2% | -44.5% | +59.7% | +30.4% |
| 6M | -33.2% | -32.6% | -0.6% | -29.1% |
| YTD | -59.4% | -26.2% | -33.2% | -58.4% |
| 1Y | -64.4% | +23.0% | -87.3% | -68.6% |
| 3Y | -75.9% | +81.8% | -157.7% | -83.2% |
| 5Y | -82.6% | -36.0% | -46.6% | -84.6% |
| 10Y | +558.1% | +1,039.5% | -481.4% | +259.7% |
| All | +558.1% | +1,055.7% | -497.5% | +259.7% |
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