-75.6%
TTD vs ARWR
+77.5%
-153.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -2.9% |
| 7D | +20.8% | -17.9% | +38.7% | +22.1% |
| 30D | +27.1% | -18.9% | +46.0% | +28.7% |
| 3M | +14.7% | -46.0% | +60.6% | +20.0% |
| 6M | -26.8% | -40.3% | +13.5% | -24.5% |
| YTD | -59.2% | -29.0% | -30.3% | -59.0% |
| 1Y | -64.7% | +13.8% | -78.5% | -66.9% |
| All | -75.6% | +77.5% | -153.1% | -80.4% |
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 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