+5.8%
DASH vs TGT
+10.8%
-5.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.3% | -4.9% |
| 7D | -11.2% | -0.6% | -10.5% | -10.9% |
| 30D | -7.3% | +9.5% | -16.8% | -11.1% |
| 3M | +31.4% | +32.3% | -0.8% | +15.7% |
| 6M | +11.9% | +37.0% | -25.1% | -3.7% |
| YTD | -11.5% | +71.0% | -82.5% | -31.6% |
| 1Y | -20.0% | +85.0% | -105.0% | -40.5% |
| 3Y | +143.9% | +46.8% | +97.1% | +80.4% |
| 5Y | -0.2% | -22.7% | +22.5% | +5.8% |
| All | +5.8% | +10.8% | -5.0% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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