+7,716.4%
TPR vs DAR
+7,923.4%
-206.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -2.3% | +1.4% | -3.7% | -2.5% |
| 30D | -23.0% | +12.8% | -35.8% | -24.7% |
| 3M | -12.5% | +7.4% | -19.8% | -14.0% |
| 6M | -21.4% | +22.3% | -43.7% | -24.7% |
| YTD | -3.5% | +81.1% | -84.6% | -13.4% |
| 1Y | +17.4% | +106.5% | -89.1% | +2.6% |
| 3Y | +291.3% | +5.3% | +286.0% | +275.3% |
| 5Y | +241.9% | -11.5% | +253.5% | +234.3% |
| 10Y | +322.7% | +353.3% | -30.7% | +231.2% |
| All | +7,716.4% | +7,923.4% | -206.9% | +6,108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling