-4.5%
DASH vs TGT
+13.0%
-17.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | -1.4% |
| 7D | -4.8% | +4.7% | -9.5% | -6.6% |
| 30D | -7.9% | +8.0% | -15.9% | -10.7% |
| 3M | -16.3% | +11.7% | -28.0% | -20.4% |
| 6M | +10.4% | +34.7% | -24.3% | -4.0% |
| YTD | -20.1% | +74.4% | -94.5% | -38.8% |
| 1Y | -11.4% | +89.2% | -100.6% | -34.8% |
| 3Y | +114.1% | +73.4% | +40.7% | +42.6% |
| 5Y | -5.8% | -24.0% | +18.3% | +0.5% |
| All | -4.5% | +13.0% | -17.5% | -10.4% |
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