-0.2%
DASH vs TDY
+36.7%
-36.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -4.7% |
| 7D | -11.2% | -0.9% | -10.3% | -10.6% |
| 30D | -7.3% | -12.5% | +5.2% | +1.6% |
| 3M | +31.4% | -1.2% | +32.6% | +31.3% |
| 6M | +11.9% | -6.6% | +18.4% | +15.4% |
| YTD | -11.5% | +18.5% | -30.0% | -26.0% |
| 1Y | -20.0% | +10.8% | -30.8% | -29.4% |
| 3Y | +143.9% | +47.5% | +96.4% | +63.2% |
| 5Y | -0.2% | +35.8% | -36.0% | -31.2% |
| All | -0.2% | +36.7% | -36.9% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling