-79.9%
TE vs DAR
+94.0%
-173.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +2.2% | -9.7% | -8.4% |
| 7D | -13.6% | +9.2% | -22.8% | -16.6% |
| 30D | -37.7% | -12.3% | -25.4% | -34.5% |
| 3M | -59.8% | -12.7% | -47.1% | -58.1% |
| 6M | -66.3% | -12.8% | -53.6% | -65.0% |
| YTD | -70.5% | +53.8% | -124.3% | -76.0% |
| 1Y | -48.8% | +60.3% | -109.1% | -59.1% |
| 3Y | +31.3% | +31.7% | -0.4% | +12.0% |
| 5Y | -82.0% | -27.7% | -54.3% | -82.0% |
| All | -79.9% | +94.0% | -173.9% | -81.0% |
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