+371.7%
TPR vs DAR
+290.1%
+81.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.7% | -3.8% |
| 7D | +6.4% | +3.6% | +2.8% | +4.6% |
| 30D | +13.8% | -11.3% | +25.0% | +18.8% |
| 3M | -16.6% | -13.1% | -3.5% | -13.0% |
| 6M | +0.7% | -15.1% | +15.8% | +5.0% |
| YTD | +5.3% | +50.5% | -45.2% | -15.9% |
| 1Y | +32.4% | +57.9% | -25.6% | +3.2% |
| 3Y | +406.4% | +28.9% | +377.5% | +300.0% |
| 5Y | +227.9% | -31.4% | +259.4% | +239.6% |
| 10Y | +371.7% | +301.0% | +70.7% | +92.9% |
| All | +371.7% | +290.1% | +81.7% | +92.9% |
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