-11.2%
DASH vs TFC
+15.8%
-27.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -2.8% | +1.7% | -4.5% | -3.2% |
| 30D | -9.3% | +9.0% | -18.3% | -11.7% |
| 3M | -15.1% | -2.1% | -12.9% | -14.6% |
| 6M | +8.7% | +3.4% | +5.4% | +5.9% |
| YTD | -21.3% | +5.3% | -26.6% | -21.2% |
| All | -11.2% | +15.8% | -27.0% | -8.6% |
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