+748.4%
TT vs DAR
+307.1%
+441.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | +8.1% | +9.2% | -1.1% | +5.7% |
| 30D | -11.3% | -12.3% | +1.0% | -8.4% |
| 3M | -11.2% | -12.7% | +1.5% | -8.5% |
| 6M | -8.9% | -12.8% | +3.9% | -6.6% |
| YTD | +9.7% | +53.8% | -44.1% | -3.3% |
| 1Y | +1.3% | +60.3% | -59.0% | -11.9% |
| 3Y | +93.4% | +31.7% | +61.6% | +68.2% |
| 5Y | +133.5% | -27.7% | +161.3% | +136.9% |
| All | +748.4% | +307.1% | +441.4% | +353.7% |
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