-29.3%
DASH vs TE
-82.5%
+53.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.2% |
| 7D | -4.5% | -19.1% | +14.5% | -1.8% |
| 30D | -6.8% | -34.1% | +27.3% | -1.9% |
| 3M | -20.7% | -60.1% | +39.4% | -11.4% |
| 6M | +15.1% | -66.0% | +81.0% | +24.9% |
| YTD | -24.3% | -71.4% | +47.1% | -18.7% |
| 1Y | -12.1% | -45.3% | +33.1% | -16.6% |
| 3Y | +91.1% | +9.1% | +81.9% | +22.0% |
| All | -29.3% | -82.5% | +53.2% | -28.5% |
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 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