+416.5%
TPR vs DAR
+11.9%
+404.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +14.2% | -9.9% | +24.1% | +16.2% |
| 30D | +17.1% | -16.4% | +33.5% | +20.6% |
| 3M | -17.7% | -17.1% | -0.7% | -15.6% |
| 6M | -10.2% | -20.5% | +10.3% | -7.3% |
| YTD | +4.9% | +39.4% | -34.5% | -6.6% |
| 1Y | +36.1% | +57.2% | -21.1% | +17.4% |
| 3Y | +416.5% | +13.9% | +402.6% | +367.4% |
| All | +416.5% | +11.9% | +404.6% | +367.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling