-8.9%
DASH vs TFC
+34.9%
-43.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -10.6% | +8.6% | -19.3% | -13.8% |
| 3M | -18.8% | -4.3% | -14.4% | -17.1% |
| 6M | +11.2% | +5.4% | +5.8% | +7.9% |
| YTD | -23.8% | +4.5% | -28.3% | -25.8% |
| 1Y | -12.2% | +14.0% | -26.2% | -18.0% |
| 3Y | +97.3% | +93.4% | +3.9% | +41.1% |
| 5Y | -29.8% | +0.5% | -30.3% | -34.6% |
| All | -8.9% | +34.9% | -43.9% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling