-10.9%
TLT vs DAR
+298.4%
-309.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.0% | +0.2% |
| 7D | -1.0% | +3.6% | -4.6% | -0.9% |
| 30D | +4.1% | -11.3% | +15.4% | +3.7% |
| 3M | -0.4% | -13.1% | +12.8% | -0.8% |
| 6M | -3.2% | -15.1% | +11.9% | -3.6% |
| YTD | -3.5% | +50.5% | -54.0% | -1.9% |
| 1Y | -5.8% | +57.9% | -63.7% | -4.0% |
| 3Y | +4.6% | +28.9% | -24.3% | +6.4% |
| 5Y | -34.4% | -31.4% | -3.0% | -34.9% |
| All | -10.9% | +298.4% | -309.3% | -0.6% |
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