+901.9%
TTMI vs ARWR
+181.4%
+720.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.3% |
| 7D | +12.2% | +2.9% | +9.3% | +11.4% |
| 30D | -5.7% | -2.9% | -2.8% | -5.2% |
| 3M | -27.5% | +15.2% | -42.7% | -30.3% |
| 6M | +47.1% | +42.3% | +4.9% | +34.8% |
| YTD | +87.5% | +28.2% | +59.3% | +75.5% |
| 1Y | +175.2% | +213.2% | -38.0% | +113.6% |
| 3Y | +901.9% | +184.6% | +717.3% | +606.4% |
| All | +901.9% | +181.4% | +720.6% | +606.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling