+162.6%
DASH vs TLN
+678.8%
-516.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.8% | +1.1% | -3.9% | -3.2% |
| 30D | -9.3% | -4.6% | -4.7% | -8.9% |
| 3M | -15.1% | +5.2% | -20.3% | -16.9% |
| 6M | +8.7% | -6.5% | +15.3% | +8.0% |
| YTD | -21.3% | -3.6% | -17.7% | -23.6% |
| 1Y | -12.7% | -8.2% | -4.4% | -14.4% |
| 3Y | +103.8% | +559.7% | -455.9% | +24.7% |
| All | +162.6% | +678.8% | -516.2% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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