+3.3%
TTMI vs ARWR
+20.0%
-16.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -11.5% | -17.7% | +6.2% | -7.3% |
| 30D | -40.3% | -21.9% | -18.4% | -36.4% |
| 3M | -44.5% | -44.5% | +0.1% | -34.7% |
| 6M | -54.1% | -32.6% | -21.5% | -49.6% |
| YTD | +4.7% | -26.2% | +30.9% | +10.8% |
| 1Y | +3.3% | +23.0% | -19.6% | +5.1% |
| All | +3.3% | +20.0% | -16.6% | +5.1% |
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