+9,583.8%
TT vs DAR
+1,762.6%
+7,821.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | -7.2% | +12.8% | -19.9% | -8.2% |
| 3M | -3.0% | +7.4% | -10.3% | -3.7% |
| 6M | +1.4% | +22.3% | -20.9% | -0.6% |
| YTD | +15.9% | +81.1% | -65.2% | +9.9% |
| 1Y | +9.4% | +106.5% | -97.1% | +2.4% |
| 3Y | +124.4% | +5.3% | +119.1% | +119.4% |
| 5Y | +138.0% | -11.5% | +149.6% | +134.4% |
| 10Y | +886.4% | +353.3% | +533.0% | +751.3% |
| All | +9,583.8% | +1,762.6% | +7,821.3% | +7,571.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling