+7.4%
DASH vs TE
-47.8%
+55.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.8% |
| 7D | -10.6% | -4.0% | -6.6% | -10.1% |
| 30D | +2.2% | -15.9% | +18.1% | +4.1% |
| 3M | +32.3% | -60.5% | +92.8% | +46.4% |
| 6M | +19.1% | -35.2% | +54.3% | +18.2% |
| YTD | -6.5% | -31.1% | +24.6% | -9.9% |
| 1Y | -14.9% | +148.6% | -163.5% | -37.3% |
| 3Y | +151.9% | -26.4% | +178.3% | +121.0% |
| All | +7.4% | -47.8% | +55.3% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling