+4.1%
DASH vs TKO
+369.5%
-365.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.8% |
| 7D | -12.8% | +0.7% | -13.5% | -13.1% |
| 30D | -6.0% | +0.9% | -6.9% | -6.6% |
| 3M | +26.7% | -6.2% | +32.9% | +29.1% |
| 6M | +11.7% | -5.6% | +17.3% | +13.3% |
| YTD | -12.9% | -7.8% | -5.1% | -11.1% |
| 1Y | -23.1% | -1.2% | -21.9% | -23.5% |
| 3Y | +140.0% | +106.5% | +33.5% | +82.7% |
| 5Y | -5.1% | +310.4% | -315.4% | -49.0% |
| All | +4.1% | +369.5% | -365.4% | -40.2% |
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