-4.5%
DASH vs TKO
+392.5%
-397.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | -1.0% |
| 7D | -4.8% | +7.8% | -12.6% | -7.4% |
| 30D | -7.9% | +12.2% | -20.1% | -11.6% |
| 3M | -16.3% | +7.5% | -23.8% | -18.8% |
| 6M | +10.4% | +7.7% | +2.6% | +6.8% |
| YTD | -20.1% | -3.3% | -16.8% | -19.8% |
| 1Y | -11.4% | +11.1% | -22.5% | -15.6% |
| 3Y | +114.1% | +141.0% | -26.9% | +54.8% |
| 5Y | -5.8% | +278.8% | -284.6% | -49.8% |
| All | -4.5% | +392.5% | -397.0% | -46.1% |
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