+37.8%
TDY vs DAR
-6.7%
+44.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | -1.9% | +0.9% | -2.8% | -2.1% |
| 30D | -12.5% | +6.4% | -18.9% | -13.6% |
| 3M | -0.8% | +13.2% | -14.0% | -3.5% |
| 6M | -9.0% | +26.2% | -35.2% | -13.4% |
| YTD | +16.8% | +84.4% | -67.6% | +3.4% |
| 1Y | +9.5% | +112.0% | -102.6% | -6.1% |
| 3Y | +45.4% | +13.4% | +32.1% | +39.0% |
| 5Y | +37.8% | -6.0% | +43.8% | +32.4% |
| All | +37.8% | -6.7% | +44.6% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling