+297.1%
TD vs DAR
+364.6%
-67.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -1.9% | -0.2% | -1.8% | -1.9% |
| 30D | -1.6% | +7.4% | -9.1% | -3.4% |
| 3M | +4.6% | +15.7% | -11.1% | +0.5% |
| 6M | +26.8% | +30.0% | -3.2% | +18.0% |
| YTD | +28.3% | +87.5% | -59.2% | +8.9% |
| 1Y | +60.4% | +113.4% | -52.9% | +30.9% |
| 3Y | +125.7% | +15.3% | +110.4% | +109.0% |
| 5Y | +122.4% | -4.3% | +126.7% | +108.6% |
| 10Y | +297.1% | +380.2% | -83.1% | +117.0% |
| All | +297.1% | +364.6% | -67.5% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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