+5.8%
DASH vs TDG
+128.3%
-122.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.9% | -4.4% |
| 7D | -11.2% | -0.9% | -10.3% | -10.6% |
| 30D | -7.3% | -6.5% | -0.8% | -3.1% |
| 3M | +31.4% | -5.1% | +36.5% | +35.6% |
| 6M | +11.9% | -11.5% | +23.4% | +20.2% |
| YTD | -11.5% | -13.9% | +2.4% | -3.7% |
| 1Y | -20.0% | -11.5% | -8.6% | -15.1% |
| 3Y | +143.9% | +53.7% | +90.3% | +62.8% |
| 5Y | -0.2% | +135.5% | -135.8% | -50.9% |
| All | +5.8% | +128.3% | -122.6% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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