+318.5%
TPR vs DAR
+355.9%
-37.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -2.3% | +1.4% | -3.7% | -2.9% |
| 30D | -23.0% | +12.8% | -35.8% | -27.4% |
| 3M | -12.5% | +7.4% | -19.8% | -16.4% |
| 6M | -21.4% | +22.3% | -43.7% | -29.9% |
| YTD | -3.5% | +81.1% | -84.6% | -28.1% |
| 1Y | +17.4% | +106.5% | -89.1% | -18.8% |
| 3Y | +291.3% | +5.3% | +286.0% | +251.1% |
| 5Y | +241.9% | -11.5% | +253.5% | +215.6% |
| All | +318.5% | +355.9% | -37.4% | +61.2% |
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