+261.5%
TPR vs DAR
-36.3%
+297.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | +12.1% | -3.8% | +15.9% | +13.1% |
| 30D | +16.7% | -14.4% | +31.1% | +21.4% |
| 3M | -17.4% | -17.9% | +0.5% | -13.6% |
| 6M | +2.3% | -18.3% | +20.6% | +6.5% |
| YTD | +7.1% | +43.2% | -36.1% | -7.7% |
| 1Y | +29.5% | +57.7% | -28.2% | +7.9% |
| 3Y | +415.0% | +22.7% | +392.3% | +342.5% |
| 5Y | +261.5% | -34.0% | +295.5% | +313.6% |
| All | +261.5% | -36.3% | +297.8% | +313.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling