+365.8%
TTD vs ARWR
+1,056.4%
-690.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.5% |
| 7D | +1.7% | +2.9% | -1.1% | +1.1% |
| 30D | +1.6% | -2.9% | +4.5% | +2.2% |
| 3M | -27.8% | +15.2% | -43.1% | -31.1% |
| 6M | -52.1% | +42.3% | -94.4% | -57.0% |
| YTD | -63.1% | +28.2% | -91.3% | -66.3% |
| 1Y | -73.1% | +213.2% | -286.3% | -80.8% |
| 3Y | -83.3% | +184.6% | -267.9% | -89.2% |
| 5Y | -80.6% | +29.2% | -109.9% | -85.1% |
| All | +365.8% | +1,056.4% | -690.6% | +100.4% |
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