-5.1%
DASH vs TE
-77.2%
+72.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -16.5% | +7.1% | -7.2% |
| 7D | +0.5% | -20.3% | +20.8% | +3.3% |
| 30D | -7.1% | -40.0% | +32.9% | -1.1% |
| 3M | -13.2% | -58.3% | +45.1% | -3.8% |
| 6M | +8.3% | -57.3% | +65.6% | +13.5% |
| YTD | -20.6% | -65.9% | +45.3% | -16.7% |
| 1Y | -24.4% | -44.3% | +19.9% | -27.9% |
| 3Y | +94.5% | -36.0% | +130.5% | +48.9% |
| 5Y | -9.4% | -80.1% | +70.7% | -9.9% |
| All | -5.1% | -77.2% | +72.1% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling