-9.5%
DASH vs TKO
+382.1%
-391.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -4.5% | +2.3% | -6.9% | -5.4% |
| 30D | -6.8% | +13.4% | -20.2% | -10.8% |
| 3M | -20.7% | -1.7% | -19.0% | -20.4% |
| 6M | +15.1% | +7.2% | +7.8% | +11.5% |
| YTD | -24.3% | -5.4% | -18.9% | -23.4% |
| 1Y | -12.1% | +8.7% | -20.8% | -15.6% |
| 3Y | +91.1% | +150.4% | -59.4% | +36.5% |
| 5Y | -30.3% | +276.6% | -306.9% | -62.6% |
| All | -9.5% | +382.1% | -391.6% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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