-82.9%
TTD vs ARWR
+197.7%
-280.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | +6.3% | +1.7% | +4.7% | +6.2% |
| 30D | -23.9% | -0.7% | -23.2% | -23.9% |
| 3M | -31.4% | +14.9% | -46.3% | -32.6% |
| 6M | -42.7% | +32.6% | -75.3% | -44.9% |
| YTD | -62.0% | +30.0% | -92.0% | -63.5% |
| 1Y | -72.2% | +208.4% | -280.6% | -76.6% |
| All | -82.9% | +197.7% | -280.6% | -87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling