+25.4%
TMO vs DAR
+63.3%
-37.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.0% |
| 7D | +0.3% | -5.7% | +6.0% | 0.0% |
| 30D | +4.3% | -16.6% | +20.9% | +3.2% |
| 3M | +25.1% | -13.1% | +38.2% | +23.9% |
| 6M | +52.9% | -18.8% | +71.7% | +51.4% |
| YTD | +22.2% | +45.3% | -23.1% | +10.6% |
| 1Y | +25.4% | +60.6% | -35.3% | +10.6% |
| All | +25.4% | +63.3% | -37.9% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling