-29.3%
DASH vs TD
+101.4%
-130.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | +1.1% | -5.7% | -5.2% |
| 30D | -6.8% | +5.2% | -12.0% | -9.6% |
| 3M | -20.7% | +1.2% | -21.9% | -21.3% |
| 6M | +15.1% | +17.7% | -2.7% | +2.7% |
| YTD | -24.3% | +34.2% | -58.5% | -38.0% |
| 1Y | -12.1% | +55.4% | -67.6% | -34.8% |
| 3Y | +91.1% | +130.4% | -39.3% | +5.1% |
| All | -29.3% | +101.4% | -130.7% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling