-17.2%
DASH vs TFC
+20.8%
-38.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.0% | +5.4% | +7.1% |
| 7D | +17.2% | +5.1% | +12.1% | +15.2% |
| 30D | +3.6% | +9.8% | -6.2% | +0.2% |
| 3M | -1.9% | -2.4% | +0.6% | -1.4% |
| 6M | +15.1% | +4.9% | +10.2% | +11.0% |
| YTD | -12.3% | +6.6% | -18.9% | -14.2% |
| 1Y | -17.2% | +21.3% | -38.5% | -28.0% |
| All | -17.2% | +20.8% | -38.0% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling