+21.3%
TFC vs DAR
+63.3%
-42.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.4% | +2.9% |
| 7D | +5.1% | -5.7% | +10.8% | +4.9% |
| 30D | +9.8% | -16.6% | +26.4% | +9.6% |
| 3M | -2.4% | -13.1% | +10.6% | -2.6% |
| 6M | +4.9% | -18.8% | +23.7% | +5.2% |
| YTD | +6.6% | +45.3% | -38.7% | +0.2% |
| 1Y | +21.3% | +60.6% | -39.3% | +12.3% |
| All | +21.3% | +63.3% | -42.0% | +12.3% |
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