+16.4%
TFC vs DAR
+115.2%
-98.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.1% | -2.1% |
| 7D | +2.2% | -0.9% | +3.1% | +2.3% |
| 30D | -2.5% | +13.0% | -15.4% | -2.5% |
| 3M | +4.5% | +15.0% | -10.4% | +4.3% |
| 6M | +11.0% | +26.8% | -15.9% | +9.7% |
| YTD | +5.9% | +86.4% | -80.5% | +1.7% |
| All | +16.4% | +115.2% | -98.8% | +10.2% |
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 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