+6.5%
TLT vs DAR
+11.9%
-5.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.1% | -9.9% | +10.0% | +0.1% |
| 30D | +6.2% | -16.4% | +22.6% | +6.1% |
| 3M | -0.3% | -17.1% | +16.7% | -0.4% |
| 6M | -3.4% | -20.5% | +17.1% | -3.4% |
| YTD | -3.1% | +39.4% | -42.5% | -3.7% |
| 1Y | -5.2% | +57.2% | -62.5% | -5.9% |
| 3Y | +6.5% | +13.9% | -7.4% | +7.7% |
| All | +6.5% | +11.9% | -5.4% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling