-7.0%
DASH vs TGT
-26.9%
+19.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +0.4% | +2.6% | -2.2% | -0.5% |
| 30D | -6.0% | +5.0% | -11.0% | -7.8% |
| 3M | -15.8% | +8.5% | -24.3% | -18.8% |
| 6M | +7.0% | +23.8% | -16.8% | -3.5% |
| YTD | -20.7% | +66.5% | -87.2% | -38.1% |
| 1Y | -8.5% | +84.9% | -93.4% | -32.3% |
| 3Y | +101.8% | +59.2% | +42.6% | +38.7% |
| All | -7.0% | -26.9% | +19.9% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling