+112.0%
DAR vs TW
-14.0%
+126.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +0.9% | -2.7% | +3.7% | +1.1% |
| 30D | +6.4% | -1.7% | +8.2% | +6.5% |
| 3M | +13.2% | +1.6% | +11.6% | +12.4% |
| 6M | +26.2% | -17.7% | +43.9% | +28.8% |
| YTD | +84.4% | -4.3% | +88.7% | +87.0% |
| 1Y | +112.0% | -13.1% | +125.2% | +124.6% |
| All | +112.0% | -14.0% | +126.0% | +124.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling