+102.1%
DASH vs TFC
+84.5%
+17.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.0% | -7.4% | -8.5% |
| 7D | +0.5% | +1.1% | -0.5% | +0.3% |
| 30D | -7.1% | +7.8% | -14.8% | -9.9% |
| 3M | -13.2% | -4.8% | -8.4% | -11.2% |
| 6M | +8.3% | +1.8% | +6.5% | +6.7% |
| YTD | -20.6% | +4.4% | -25.0% | -22.7% |
| 1Y | -24.4% | +18.0% | -42.4% | -30.7% |
| All | +102.1% | +84.5% | +17.5% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling