+131.3%
TLT vs DAR
+5,804.7%
-5,673.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | +0.1% | -9.9% | +10.0% | -0.4% |
| 30D | +6.2% | -16.4% | +22.6% | +5.2% |
| 3M | +0.1% | -17.1% | +17.1% | -0.8% |
| 6M | -3.0% | -20.5% | +17.5% | -4.0% |
| YTD | -2.7% | +39.4% | -42.2% | -0.8% |
| 1Y | -4.8% | +57.2% | -62.1% | -2.3% |
| 3Y | +6.9% | +13.9% | -6.9% | +8.8% |
| 5Y | -34.5% | -40.8% | +6.4% | -35.1% |
| 10Y | -17.3% | +276.2% | -293.5% | -6.7% |
| All | +131.3% | +5,804.7% | -5,673.4% | +189.5% |
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