-5.6%
TLT vs DAR
+63.3%
-68.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.7% |
| 7D | +1.0% | -5.7% | +6.6% | +0.7% |
| 30D | +6.0% | -16.6% | +22.6% | +5.2% |
| 3M | -0.9% | -13.1% | +12.1% | -1.5% |
| 6M | -2.3% | -18.8% | +16.5% | -2.8% |
| YTD | -3.3% | +45.3% | -48.6% | -3.3% |
| 1Y | -5.6% | +60.6% | -66.2% | -5.9% |
| All | -5.6% | +63.3% | -68.9% | -5.9% |
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 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