-4.5%
TT vs DAR
+63.3%
-67.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.4% |
| 7D | -8.5% | -5.7% | -2.8% | -7.9% |
| 30D | -12.8% | -16.6% | +3.8% | -11.3% |
| 3M | -12.9% | -13.1% | +0.2% | -12.1% |
| 6M | -15.2% | -18.8% | +3.5% | -13.5% |
| YTD | +6.2% | +45.3% | -39.1% | -6.6% |
| 1Y | -4.5% | +60.6% | -65.2% | -17.3% |
| All | -4.5% | +63.3% | -67.8% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling