-78.3%
TE vs DAR
+89.8%
-168.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +0.9% |
| 7D | -22.0% | +3.6% | -25.6% | -22.9% |
| 30D | -33.6% | -11.3% | -22.4% | -30.6% |
| 3M | -61.1% | -13.1% | -47.9% | -59.3% |
| 6M | -64.7% | -15.1% | -49.6% | -63.0% |
| YTD | -68.1% | +50.5% | -118.6% | -73.8% |
| 1Y | -51.7% | +57.9% | -109.6% | -61.2% |
| 3Y | +42.0% | +28.9% | +13.1% | +22.2% |
| 5Y | -80.8% | -31.4% | -49.4% | -80.5% |
| All | -78.3% | +89.8% | -168.1% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling