+17.4%
TTMI vs ARWR
+17.3%
+0.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.2% |
| 7D | +11.4% | -17.8% | +29.2% | +16.3% |
| 30D | -28.3% | -18.1% | -10.2% | -24.7% |
| 3M | -46.7% | -44.2% | -2.5% | -37.3% |
| 6M | -56.1% | -38.6% | -17.5% | -50.4% |
| YTD | +7.4% | -28.0% | +35.4% | +14.5% |
| 1Y | +17.4% | +16.1% | +1.3% | +20.0% |
| All | +17.4% | +17.3% | +0.1% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling