+6.6%
DASH vs TDY
+53.1%
-46.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | -0.4% |
| 7D | -4.6% | -1.1% | -3.5% | -3.8% |
| 30D | -5.0% | -12.0% | +7.1% | +3.8% |
| 3M | +30.6% | -3.2% | +33.8% | +32.4% |
| 6M | +19.2% | -7.9% | +27.0% | +24.2% |
| YTD | -10.8% | +18.2% | -29.1% | -24.9% |
| 1Y | -22.4% | +6.7% | -29.0% | -29.0% |
| 3Y | +142.5% | +47.5% | +94.9% | +65.0% |
| 5Y | -4.0% | +39.5% | -43.5% | -31.4% |
| All | +6.6% | +53.1% | -46.6% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling