+161.0%
TTMI vs ARWR
+201.3%
-40.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.0% |
| 7D | +7.5% | -3.2% | +10.7% | +8.6% |
| 30D | -4.5% | -6.5% | +2.0% | -2.5% |
| 3M | -28.5% | +12.7% | -41.2% | -32.0% |
| 6M | +28.4% | +36.2% | -7.8% | +14.0% |
| YTD | +80.1% | +24.5% | +55.6% | +64.5% |
| 1Y | +161.0% | +198.0% | -37.0% | +66.1% |
| All | +161.0% | +201.3% | -40.3% | +66.1% |
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 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