+753.3%
TT vs DAR
+268.8%
+484.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | -2.0% | -9.9% | +7.9% | +0.6% |
| 30D | -14.0% | -16.4% | +2.4% | -10.2% |
| 3M | -15.9% | -17.1% | +1.2% | -12.3% |
| 6M | -17.3% | -20.5% | +3.2% | -13.2% |
| YTD | +4.0% | +39.4% | -35.5% | -6.1% |
| 1Y | -7.1% | +57.2% | -64.4% | -18.9% |
| 3Y | +90.2% | +13.9% | +76.4% | +72.2% |
| 5Y | +131.1% | -40.8% | +171.9% | +148.4% |
| All | +753.3% | +268.8% | +484.5% | +370.8% |
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