+550.5%
TTD vs ARWR
+921.6%
-371.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -15.3% | +30.8% | +19.0% |
| 7D | +19.0% | -17.3% | +36.3% | +23.3% |
| 30D | +23.6% | -21.5% | +45.1% | +29.7% |
| 3M | +8.2% | -43.8% | +52.0% | +22.1% |
| 6M | -35.3% | -32.3% | -3.1% | -31.4% |
| YTD | -60.7% | -25.8% | -34.8% | -59.8% |
| 1Y | -65.3% | +25.5% | -90.8% | -69.6% |
| 3Y | -80.6% | +84.1% | -164.7% | -86.5% |
| 5Y | -84.6% | -39.2% | -45.4% | -86.2% |
| 10Y | +550.5% | +1,072.4% | -521.8% | +254.8% |
| All | +550.5% | +921.6% | -371.0% | +254.8% |
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