-4.5%
TPR vs DAR
-22.0%
+17.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.1% | +10.1% | +6.2% |
| 7D | +13.9% | -8.1% | +21.9% | +11.4% |
| 30D | +14.9% | -17.1% | +32.0% | +9.7% |
| 3M | -15.4% | -12.3% | -3.1% | -17.9% |
| 6M | -4.5% | -21.8% | +17.3% | -8.8% |
| All | -4.5% | -22.0% | +17.5% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling