+7.4%
DASH vs TDG
+131.6%
-124.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.9% |
| 7D | -10.6% | -2.0% | -8.5% | -9.2% |
| 30D | +2.2% | -7.4% | +9.5% | +7.8% |
| 3M | +32.3% | -5.4% | +37.7% | +37.1% |
| 6M | +19.1% | -11.6% | +30.8% | +28.8% |
| YTD | -6.5% | -12.6% | +6.1% | +1.4% |
| 1Y | -14.9% | -9.3% | -5.5% | -11.0% |
| 3Y | +151.9% | +49.2% | +102.8% | +58.1% |
| All | +7.4% | +131.6% | -124.2% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling