-85.4%
TTD vs ARWR
-28.9%
-56.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.6% |
| 7D | +5.2% | -2.9% | +8.1% | +6.0% |
| 30D | +6.9% | -5.4% | +12.3% | +8.3% |
| 3M | -26.8% | -32.2% | +5.4% | -20.1% |
| 6M | -46.1% | -26.5% | -19.6% | -43.4% |
| YTD | -65.9% | -12.4% | -53.5% | -66.4% |
| 1Y | -71.8% | +46.9% | -118.7% | -76.8% |
| 3Y | -83.3% | +116.0% | -199.3% | -90.0% |
| All | -85.4% | -28.9% | -56.5% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling