-5.9%
DASH vs TDY
+65.1%
-71.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.5% |
| 7D | -10.2% | +3.0% | -13.3% | -12.0% |
| 30D | -8.2% | +6.1% | -14.3% | -12.5% |
| 3M | -15.9% | -4.5% | -11.4% | -13.9% |
| 6M | +13.3% | +2.9% | +10.4% | +8.8% |
| YTD | -21.3% | +27.5% | -48.8% | -37.6% |
| 1Y | -11.1% | +26.5% | -37.6% | -29.1% |
| 3Y | +103.8% | +70.1% | +33.7% | +22.5% |
| 5Y | -21.6% | +46.8% | -68.4% | -46.3% |
| All | -5.9% | +65.1% | -71.1% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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