-5.9%
DASH vs TD
+179.5%
-185.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -10.2% | -3.1% | -7.2% | -8.3% |
| 30D | -8.2% | +6.7% | -14.9% | -11.5% |
| 3M | -15.9% | +3.1% | -19.0% | -17.4% |
| 6M | +13.3% | +17.6% | -4.3% | +2.3% |
| YTD | -21.3% | +34.8% | -56.1% | -34.5% |
| 1Y | -11.1% | +55.6% | -66.8% | -32.2% |
| 3Y | +103.8% | +133.1% | -29.3% | +18.5% |
| 5Y | -21.6% | +104.7% | -126.3% | -50.5% |
| All | -5.9% | +179.5% | -185.4% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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