-34.3%
TLT vs DAR
-41.1%
+6.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.9% |
| 3M | +0.1% | -17.1% | +17.1% | -0.2% |
| 6M | -3.0% | -20.5% | +17.5% | -3.3% |
| YTD | -2.7% | +39.4% | -42.2% | -2.3% |
| 1Y | -4.8% | +57.2% | -62.1% | -4.3% |
| 3Y | +6.9% | +13.9% | -6.9% | +7.1% |
| All | -34.3% | -41.1% | +6.7% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling