+8,586.3%
TT vs DAR
+1,334.0%
+7,252.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | -2.0% | -9.9% | +7.9% | -1.1% |
| 30D | -14.0% | -16.4% | +2.4% | -12.7% |
| 3M | -15.9% | -17.1% | +1.2% | -14.7% |
| 6M | -17.3% | -20.5% | +3.2% | -15.9% |
| YTD | +4.0% | +39.4% | -35.5% | +0.7% |
| 1Y | -7.1% | +57.2% | -64.4% | -11.0% |
| 3Y | +90.2% | +13.9% | +76.4% | +84.9% |
| 5Y | +131.1% | -40.8% | +171.9% | +135.3% |
| 10Y | +777.7% | +276.2% | +501.5% | +670.1% |
| All | +8,586.3% | +1,334.0% | +7,252.3% | +6,929.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling