-48.8%
TE vs DAR
+59.8%
-108.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +2.2% | -9.7% | -7.9% |
| 7D | -13.6% | +9.2% | -22.8% | -15.0% |
| 30D | -37.7% | -12.3% | -25.4% | -36.3% |
| 3M | -59.8% | -12.7% | -47.1% | -59.0% |
| 6M | -66.3% | -12.8% | -53.6% | -65.5% |
| YTD | -70.5% | +53.8% | -124.3% | -78.8% |
| 1Y | -48.8% | +60.3% | -109.1% | -64.4% |
| All | -48.8% | +59.8% | -108.6% | -64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling