+212.3%
TTMI vs ARWR
-39.7%
+252.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.1% |
| 7D | -11.5% | -17.7% | +6.2% | -11.2% |
| 30D | -40.3% | -21.9% | -18.4% | -40.1% |
| 3M | -44.5% | -44.5% | +0.1% | -43.9% |
| 6M | -54.1% | -32.6% | -21.5% | -53.8% |
| YTD | +4.7% | -26.2% | +30.9% | +5.2% |
| 1Y | +3.3% | +23.0% | -19.6% | +2.8% |
| 3Y | +407.2% | +81.8% | +325.5% | +398.5% |
| 5Y | +406.5% | -36.0% | +442.6% | +403.8% |
| 10Y | +420.4% | +1,039.5% | -619.1% | +389.6% |
| All | +212.3% | -39.7% | +252.0% | +208.1% |
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 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