+383.3%
TPR vs DAR
+269.9%
+113.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | +12.1% | -3.8% | +15.9% | +13.7% |
| 30D | +16.7% | -14.4% | +31.1% | +23.8% |
| 3M | -17.4% | -17.9% | +0.5% | -11.6% |
| 6M | +2.3% | -18.3% | +20.6% | +8.5% |
| YTD | +7.1% | +43.2% | -36.1% | -12.6% |
| 1Y | +29.5% | +57.7% | -28.2% | +0.8% |
| 3Y | +415.0% | +22.7% | +392.3% | +315.7% |
| 5Y | +261.5% | -34.0% | +295.5% | +280.2% |
| 10Y | +383.3% | +279.5% | +103.8% | +102.3% |
| All | +383.3% | +269.9% | +113.4% | +102.3% |
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