-4.3%
DAR vs TW
+20.0%
-24.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | +7.4% | -0.6% | +8.1% | +7.5% |
| 3M | +15.7% | +3.4% | +12.3% | +14.2% |
| 6M | +30.0% | -18.4% | +48.5% | +35.1% |
| YTD | +87.5% | -3.9% | +91.4% | +87.2% |
| 1Y | +113.4% | -13.3% | +126.7% | +118.3% |
| 3Y | +15.3% | +20.8% | -5.5% | +3.2% |
| 5Y | -4.3% | +20.3% | -24.6% | -15.2% |
| All | -4.3% | +20.0% | -24.4% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling