+162.6%
DASH vs TLN
+716.6%
-554.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.8% | -0.9% |
| 7D | -10.2% | +15.9% | -26.1% | -12.6% |
| 30D | -8.2% | -0.3% | -7.9% | -8.6% |
| 3M | -15.9% | +5.8% | -21.7% | -17.7% |
| 6M | +13.3% | -1.2% | +14.5% | +11.3% |
| YTD | -21.3% | +1.0% | -22.3% | -24.3% |
| 1Y | -11.1% | +1.1% | -12.3% | -14.9% |
| 3Y | +103.8% | +591.7% | -487.9% | +23.6% |
| All | +162.6% | +716.6% | -554.0% | +54.9% |
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