-41.3%
TE vs DAR
-8.5%
-32.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.9% | +7.1% | +8.3% |
| 7D | +18.2% | -0.9% | +19.1% | +18.8% |
| 30D | -13.5% | +13.0% | -26.5% | -20.9% |
| 3M | -44.6% | +15.0% | -59.6% | -50.0% |
| 6M | -24.7% | +26.8% | -51.5% | -37.2% |
| YTD | -24.3% | +86.4% | -110.7% | -50.7% |
| 1Y | +155.6% | +115.1% | +40.5% | +46.4% |
| 3Y | -18.3% | +14.6% | -32.9% | -30.1% |
| 5Y | -41.3% | -8.8% | -32.5% | -45.2% |
| All | -41.3% | -8.5% | -32.8% | -45.2% |
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