+165.1%
DASH vs TLN
+581.9%
-416.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.2% | -6.2% | -8.8% |
| 7D | +0.5% | -9.4% | +9.9% | +2.0% |
| 30D | -7.1% | -15.2% | +8.2% | -4.6% |
| 3M | -13.2% | -4.1% | -9.1% | -13.6% |
| 6M | +8.3% | -17.8% | +26.1% | +10.0% |
| YTD | -20.6% | -15.6% | -4.9% | -21.0% |
| 1Y | -24.4% | -21.6% | -2.8% | -23.4% |
| 3Y | +94.5% | +497.6% | -403.0% | +20.9% |
| All | +165.1% | +581.9% | -416.8% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling