-53.1%
TE vs DAR
+128.1%
-181.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.4% |
| 7D | +0.2% | -0.1% | +0.3% | +0.4% |
| 30D | -5.9% | +2.6% | -8.6% | -7.4% |
| 3M | -45.6% | +14.2% | -59.8% | -48.9% |
| 6M | -43.4% | +17.2% | -60.6% | -47.9% |
| YTD | -31.0% | +80.9% | -111.8% | -47.1% |
| 1Y | +145.2% | +104.0% | +41.2% | +75.8% |
| 3Y | -24.1% | +3.6% | -27.7% | -30.7% |
| 5Y | -48.1% | -7.8% | -40.4% | -51.1% |
| All | -53.1% | +128.1% | -181.2% | -58.0% |
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