+7.4%
DASH vs TFC
+16.2%
-8.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -10.6% | +2.4% | -13.0% | -11.6% |
| 30D | +2.2% | -1.3% | +3.5% | +2.7% |
| 3M | +32.3% | +6.1% | +26.2% | +27.7% |
| 6M | +19.1% | +7.3% | +11.8% | +14.0% |
| YTD | -6.5% | +8.2% | -14.7% | -10.9% |
| 1Y | -14.9% | +14.4% | -29.3% | -21.4% |
| 3Y | +151.9% | +93.7% | +58.2% | +74.4% |
| All | +7.4% | +16.2% | -8.8% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling