+1,493.1%
TFC vs DAR
+1,762.6%
-269.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.2% |
| 7D | +2.4% | +1.4% | +1.1% | +2.3% |
| 30D | -1.3% | +12.8% | -14.1% | -2.5% |
| 3M | +6.1% | +7.4% | -1.3% | +5.2% |
| 6M | +7.3% | +22.3% | -14.9% | +5.0% |
| YTD | +8.2% | +81.1% | -72.9% | +2.1% |
| 1Y | +14.4% | +106.5% | -92.1% | +6.4% |
| 3Y | +93.7% | +5.3% | +88.4% | +89.6% |
| 5Y | +16.4% | -11.5% | +27.9% | +15.1% |
| 10Y | +101.6% | +353.3% | -251.8% | +76.6% |
| All | +1,493.1% | +1,762.6% | -269.5% | +1,302.9% |
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