+101.8%
DASH vs TE
-36.2%
+138.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.4% |
| 7D | +0.4% | -12.6% | +13.0% | +1.2% |
| 30D | -6.0% | -36.7% | +30.7% | -3.5% |
| 3M | -15.8% | -57.5% | +41.7% | -11.6% |
| 6M | +7.0% | -55.2% | +62.2% | +9.0% |
| YTD | -20.7% | -64.7% | +44.0% | -18.8% |
| 1Y | -8.5% | -35.9% | +27.3% | -11.2% |
| 3Y | +101.8% | -31.8% | +133.6% | +74.7% |
| All | +101.8% | -36.2% | +138.0% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling