-4.5%
DASH vs TE
-77.1%
+72.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.1% |
| 7D | -4.8% | -10.5% | +5.8% | -3.5% |
| 30D | -7.9% | -32.4% | +24.5% | -3.5% |
| 3M | -16.3% | -60.9% | +44.5% | -6.5% |
| 6M | +10.4% | -62.8% | +73.2% | +18.6% |
| YTD | -20.1% | -65.7% | +45.6% | -16.2% |
| 1Y | -11.4% | -39.9% | +28.5% | -16.8% |
| 3Y | +114.1% | +10.6% | +103.4% | +41.8% |
| 5Y | -5.8% | -79.7% | +73.9% | -6.5% |
| All | -4.5% | -77.1% | +72.6% | -15.3% |
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