+379.4%
TTD vs ARWR
+1,073.1%
-693.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | +6.3% | +1.7% | +4.7% | +5.9% |
| 30D | -23.9% | -0.7% | -23.2% | -24.0% |
| 3M | -31.4% | +14.9% | -46.3% | -34.5% |
| 6M | -42.7% | +32.6% | -75.3% | -47.7% |
| YTD | -62.0% | +30.0% | -92.0% | -65.4% |
| 1Y | -72.2% | +208.4% | -280.6% | -80.1% |
| 3Y | -81.9% | +208.8% | -290.7% | -88.6% |
| 5Y | -81.5% | +27.8% | -109.4% | -85.8% |
| All | +379.4% | +1,073.1% | -693.7% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling