-20.0%
DASH vs TGT
+81.6%
-101.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.3% | -5.0% |
| 7D | -11.2% | -0.6% | -10.5% | -11.0% |
| 30D | -7.3% | +9.5% | -16.8% | -10.0% |
| 3M | +31.4% | +32.3% | -0.8% | +20.8% |
| 6M | +11.9% | +37.0% | -25.1% | +0.5% |
| YTD | -11.5% | +71.0% | -82.5% | -29.1% |
| 1Y | -20.0% | +85.0% | -105.0% | -39.5% |
| All | -20.0% | +81.6% | -101.6% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling