-5.9%
DASH vs TKO
+391.5%
-397.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.8% | +6.4% | -9.2% | -4.9% |
| 30D | -9.3% | +11.9% | -21.2% | -12.8% |
| 3M | -15.1% | +5.6% | -20.7% | -17.0% |
| 6M | +8.7% | +7.5% | +1.2% | +5.3% |
| YTD | -21.3% | -3.5% | -17.8% | -21.0% |
| 1Y | -12.7% | +13.0% | -25.6% | -17.3% |
| 3Y | +103.8% | +157.6% | -53.8% | +44.1% |
| 5Y | -16.8% | +288.2% | -305.0% | -55.7% |
| All | -5.9% | +391.5% | -397.4% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling