-5.9%
DASH vs TE
-79.3%
+73.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.6% | +8.1% | -0.2% |
| 7D | -2.8% | -26.9% | +24.1% | +1.3% |
| 30D | -9.3% | -38.9% | +29.7% | -3.7% |
| 3M | -15.1% | -61.0% | +46.0% | -5.1% |
| 6M | +8.7% | -66.4% | +75.1% | +18.4% |
| YTD | -21.3% | -69.0% | +47.7% | -16.4% |
| 1Y | -12.7% | -54.0% | +41.3% | -14.3% |
| 3Y | +103.8% | +38.0% | +65.8% | +26.5% |
| 5Y | -16.8% | -81.0% | +64.2% | -16.6% |
| All | -5.9% | -79.3% | +73.4% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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