+1,094.7%
TTMI vs ARWR
+978.7%
+116.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.5% |
| 7D | +7.5% | -3.2% | +10.7% | +8.0% |
| 30D | -4.5% | -6.5% | +2.0% | -3.6% |
| 3M | -28.5% | +12.7% | -41.2% | -30.1% |
| 6M | +28.4% | +36.2% | -7.8% | +22.1% |
| YTD | +80.1% | +24.5% | +55.6% | +73.5% |
| 1Y | +161.0% | +198.0% | -37.0% | +121.6% |
| 3Y | +862.4% | +176.4% | +686.1% | +683.3% |
| 5Y | +812.9% | +26.6% | +786.4% | +683.2% |
| 10Y | +1,094.7% | +1,054.1% | +40.7% | +673.1% |
| All | +1,094.7% | +978.7% | +116.0% | +673.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling