+131.2%
TLT vs DAR
+7,569.4%
-7,438.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.1% |
| 7D | -0.4% | +1.4% | -1.8% | -0.4% |
| 30D | -0.6% | +12.8% | -13.4% | +0.1% |
| 3M | -2.7% | +7.4% | -10.1% | -2.3% |
| 6M | -5.6% | +22.3% | -27.9% | -4.5% |
| YTD | -2.8% | +81.1% | -83.9% | +0.5% |
| 1Y | -1.4% | +106.5% | -107.9% | +2.7% |
| 3Y | -1.6% | +5.3% | -6.9% | -0.4% |
| 5Y | -33.8% | -11.5% | -22.3% | -33.0% |
| 10Y | -21.1% | +353.3% | -374.5% | -10.2% |
| All | +131.2% | +7,569.4% | -7,438.2% | +193.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling