-9.5%
DASH vs TDY
+63.3%
-72.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -4.5% | +4.1% | -8.6% | -7.1% |
| 30D | -6.8% | +5.7% | -12.5% | -10.9% |
| 3M | -20.7% | -4.4% | -16.2% | -18.8% |
| 6M | +15.1% | +1.2% | +13.8% | +11.8% |
| YTD | -24.3% | +26.0% | -50.3% | -39.5% |
| 1Y | -12.1% | +27.4% | -39.5% | -30.4% |
| 3Y | +91.1% | +67.5% | +23.5% | +16.1% |
| 5Y | -30.3% | +44.9% | -75.1% | -51.8% |
| All | -9.5% | +63.3% | -72.8% | -41.9% |
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