+443.1%
TTMI vs ARWR
+6.3%
+436.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.9% |
| 7D | +5.9% | +1.7% | +4.2% | +5.8% |
| 30D | -4.3% | -0.7% | -3.6% | -4.3% |
| 3M | -32.0% | +14.9% | -46.9% | -32.2% |
| 6M | +19.5% | +32.6% | -13.2% | +18.8% |
| YTD | +82.0% | +30.0% | +52.0% | +81.1% |
| 1Y | +172.6% | +208.4% | -35.7% | +166.9% |
| 3Y | +744.7% | +208.8% | +535.9% | +722.2% |
| 5Y | +805.6% | +27.8% | +777.7% | +789.7% |
| 10Y | +1,057.6% | +1,107.6% | -49.9% | +983.5% |
| All | +443.1% | +6.3% | +436.9% | +430.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling