-5.9%
DASH vs TCOM
+28.5%
-34.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | +6.5% | -9.3% | -4.9% |
| 30D | -9.3% | +13.3% | -22.6% | -13.1% |
| 3M | -15.1% | -6.5% | -8.6% | -13.4% |
| 6M | +8.7% | -16.3% | +25.1% | +14.5% |
| YTD | -21.3% | -38.7% | +17.4% | -8.6% |
| 1Y | -12.7% | -40.1% | +27.5% | +2.2% |
| 3Y | +103.8% | +30.6% | +73.2% | +63.2% |
| 5Y | -16.8% | +45.8% | -62.6% | -44.9% |
| All | -5.9% | +28.5% | -34.5% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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