+11.7%
DASH vs TE
-54.0%
+65.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +46.3% |
| 6M | +19.1% | -35.2% | +54.3% | +18.2% |
| YTD | -6.5% | -31.1% | +24.6% | -9.8% |
| 1Y | -14.9% | +148.6% | -163.5% | -36.9% |
| 3Y | +151.9% | -26.4% | +178.3% | +114.4% |
| 5Y | +9.4% | -48.0% | +57.5% | -2.8% |
| All | +11.7% | -54.0% | +65.7% | -8.8% |
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 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