-20.7%
TLT vs DAR
+367.0%
-387.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | +0.1% |
| 7D | +0.4% | -0.9% | +1.3% | +0.4% |
| 30D | -0.3% | +13.0% | -13.3% | +0.2% |
| 3M | -1.7% | +15.0% | -16.7% | -1.2% |
| 6M | -4.9% | +26.8% | -31.7% | -4.0% |
| YTD | -2.8% | +86.4% | -89.2% | -0.4% |
| 1Y | -4.2% | +115.1% | -119.3% | -1.3% |
| 3Y | -1.1% | +14.6% | -15.7% | -0.4% |
| 5Y | -33.7% | -8.8% | -24.9% | -33.4% |
| 10Y | -20.7% | +356.5% | -377.2% | -11.5% |
| All | -20.7% | +367.0% | -387.7% | -11.5% |
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