-97.2%
TSLQ vs DAR
+13.9%
-111.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -2.1% |
| 7D | -6.6% | -0.1% | -6.5% | -6.5% |
| 30D | -24.3% | +2.6% | -26.9% | -23.0% |
| 3M | -3.6% | +14.2% | -17.8% | +5.3% |
| 6M | -12.0% | +17.2% | -29.1% | -2.4% |
| YTD | +1.4% | +80.9% | -79.5% | +47.5% |
| 1Y | -43.6% | +104.0% | -147.5% | -10.4% |
| 3Y | -95.4% | +3.6% | -99.0% | -93.3% |
| All | -97.2% | +13.9% | -111.1% | -95.9% |
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