+204.7%
DAR vs TW
+209.8%
-5.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +0.9% | -2.7% | +3.7% | +1.7% |
| 30D | +6.4% | -1.7% | +8.2% | +6.8% |
| 3M | +13.2% | +1.6% | +11.6% | +11.8% |
| 6M | +26.2% | -17.7% | +43.9% | +32.4% |
| YTD | +84.4% | -4.3% | +88.7% | +83.9% |
| 1Y | +112.0% | -13.1% | +125.2% | +117.9% |
| 3Y | +13.4% | +20.3% | -6.9% | +0.6% |
| 5Y | -6.0% | +22.0% | -28.0% | -19.0% |
| All | +204.7% | +209.8% | -5.1% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling