+73.5%
TFC vs DAR
+307.1%
-233.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.6% |
| 7D | +0.1% | +9.2% | -9.1% | -3.3% |
| 30D | +8.6% | -12.3% | +20.9% | +13.7% |
| 3M | -4.3% | -12.7% | +8.4% | -0.2% |
| 6M | +5.4% | -12.8% | +18.2% | +9.1% |
| YTD | +4.5% | +53.8% | -49.3% | -14.6% |
| 1Y | +14.0% | +60.3% | -46.3% | -8.7% |
| 3Y | +93.4% | +31.7% | +61.6% | +56.8% |
| 5Y | +0.5% | -27.7% | +28.2% | +2.0% |
| All | +73.5% | +307.1% | -233.5% | -23.8% |
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