+902.6%
TT vs DAR
+355.9%
+546.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | 0.0% | +1.4% | -1.4% | -0.4% |
| 30D | -7.2% | +12.8% | -19.9% | -10.3% |
| 3M | -3.0% | +7.4% | -10.3% | -5.4% |
| 6M | +1.4% | +22.3% | -20.9% | -4.8% |
| YTD | +15.9% | +81.1% | -65.2% | -2.0% |
| 1Y | +9.4% | +106.5% | -97.1% | -11.4% |
| 3Y | +124.4% | +5.3% | +119.1% | +111.6% |
| 5Y | +138.0% | -11.5% | +149.6% | +127.9% |
| All | +902.6% | +355.9% | +546.7% | +414.6% |
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