+97.2%
TFC vs DAR
+364.6%
-267.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -2.3% | +7.4% | -9.8% | -5.3% |
| 3M | +2.5% | +15.7% | -13.2% | -4.2% |
| 6M | +9.5% | +30.0% | -20.5% | -3.0% |
| YTD | +5.1% | +87.5% | -82.5% | -19.9% |
| 1Y | +15.5% | +113.4% | -97.9% | -17.6% |
| 3Y | +95.2% | +15.3% | +79.9% | +71.6% |
| 5Y | +14.5% | -4.3% | +18.8% | +3.6% |
| 10Y | +97.2% | +380.2% | -283.0% | -18.6% |
| All | +97.2% | +364.6% | -267.4% | -18.6% |
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