-83.3%
TTD vs ARWR
+105.6%
-188.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | +5.2% | -2.9% | +8.1% | +5.5% |
| 30D | +6.9% | -5.4% | +12.3% | +7.4% |
| 3M | -26.8% | -32.2% | +5.4% | -24.5% |
| 6M | -46.1% | -26.5% | -19.6% | -45.1% |
| YTD | -65.9% | -12.4% | -53.5% | -66.1% |
| 1Y | -71.8% | +46.9% | -118.7% | -74.1% |
| 3Y | -83.3% | +116.0% | -199.3% | -86.8% |
| All | -83.3% | +105.6% | -188.9% | -86.8% |
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 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