-7.4%
TLT vs DAR
+59.8%
-67.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.4% |
| 7D | -2.7% | +9.2% | -11.9% | -2.3% |
| 30D | +2.2% | -12.3% | +14.4% | +1.6% |
| 3M | -1.7% | -12.7% | +11.0% | -2.3% |
| 6M | -4.0% | -12.8% | +8.8% | -4.2% |
| YTD | -4.9% | +53.8% | -58.7% | -4.3% |
| 1Y | -7.4% | +60.3% | -67.7% | -6.8% |
| All | -7.4% | +59.8% | -67.2% | -6.8% |
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