+103.8%
DASH vs TD
+133.6%
-29.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.8% | -0.7% | -2.1% | -2.2% |
| 30D | -9.3% | +7.6% | -16.9% | -11.9% |
| 3M | -15.1% | +3.0% | -18.1% | -16.0% |
| 6M | +8.7% | +16.8% | -8.1% | +1.4% |
| YTD | -21.3% | +34.3% | -55.6% | -30.8% |
| 1Y | -12.7% | +56.0% | -68.6% | -27.0% |
| 3Y | +103.8% | +132.4% | -28.6% | +46.1% |
| All | +103.8% | +133.6% | -29.8% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling