+101.8%
DASH vs TFC
+82.8%
+19.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +0.4% | +1.2% | -0.8% | +0.1% |
| 30D | -6.0% | +8.3% | -14.4% | -9.1% |
| 3M | -15.8% | -5.2% | -10.6% | -13.7% |
| 6M | +7.0% | -0.8% | +7.8% | +6.7% |
| YTD | -20.7% | +3.4% | -24.1% | -22.5% |
| 1Y | -8.5% | +17.0% | -25.6% | -15.9% |
| 3Y | +101.8% | +86.2% | +15.6% | +43.0% |
| All | +101.8% | +82.8% | +19.0% | +43.0% |
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 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