+32.7%
TNA vs DAR
+311.7%
-279.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -2.2% |
| 7D | +3.7% | +11.6% | -7.8% | -7.1% |
| 30D | +4.4% | -10.2% | +14.6% | +15.2% |
| 3M | -26.7% | -14.8% | -11.8% | -16.7% |
| 6M | -12.8% | -10.1% | -2.8% | -9.3% |
| YTD | +22.7% | +55.5% | -32.9% | -30.2% |
| 1Y | +35.7% | +61.7% | -26.0% | -26.1% |
| 3Y | +134.6% | +37.2% | +97.4% | +33.4% |
| 5Y | -46.0% | -26.9% | -19.1% | -36.3% |
| All | +32.7% | +311.7% | -279.0% | -75.4% |
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