-73.1%
TTD vs ARWR
+200.0%
-273.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.9% |
| 7D | +1.7% | +2.9% | -1.1% | +1.8% |
| 30D | +1.6% | -2.9% | +4.5% | +1.5% |
| 3M | -27.8% | +15.2% | -43.1% | -27.4% |
| 6M | -52.1% | +42.3% | -94.4% | -52.1% |
| YTD | -63.1% | +28.2% | -91.3% | -63.0% |
| 1Y | -73.1% | +213.2% | -286.3% | -71.8% |
| All | -73.1% | +200.0% | -273.1% | -71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling