+2.8%
TLT vs DAR
+33.7%
-30.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.4% |
| 7D | -3.1% | +11.6% | -14.7% | -3.1% |
| 30D | +1.0% | -10.2% | +11.3% | +1.0% |
| 3M | -2.7% | -14.8% | +12.1% | -2.7% |
| 6M | -4.1% | -10.1% | +5.9% | -4.1% |
| YTD | -5.4% | +55.5% | -60.9% | -5.9% |
| 1Y | -7.0% | +61.7% | -68.7% | -7.6% |
| 3Y | +2.8% | +37.2% | -34.3% | +5.3% |
| All | +2.8% | +33.7% | -30.9% | +5.3% |
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