+74.7%
TNA vs DAR
+375.1%
-300.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -1.3% |
| 7D | -7.6% | +0.9% | -8.5% | -8.6% |
| 30D | -13.6% | +6.4% | -20.1% | -20.3% |
| 3M | +2.8% | +13.2% | -10.4% | -13.5% |
| 6M | +34.5% | +26.2% | +8.3% | -1.2% |
| YTD | +41.0% | +84.4% | -43.3% | -31.1% |
| 1Y | +52.0% | +112.0% | -60.0% | -38.0% |
| 3Y | +103.5% | +13.4% | +90.1% | +50.5% |
| 5Y | -22.5% | -6.0% | -16.5% | -29.6% |
| All | +74.7% | +375.1% | -300.4% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling