+211.9%
DASH vs TLN
+583.6%
-371.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.8% | -8.4% | -5.4% |
| 7D | -10.6% | +7.1% | -17.6% | -11.9% |
| 30D | +2.2% | -3.9% | +6.0% | +2.6% |
| 3M | +32.3% | -16.2% | +48.4% | +35.7% |
| 6M | +19.1% | -5.8% | +24.9% | +17.8% |
| YTD | -6.5% | -15.4% | +8.9% | -6.1% |
| 1Y | -14.9% | -16.7% | +1.8% | -14.5% |
| 3Y | +151.9% | +473.8% | -321.8% | +62.0% |
| All | +211.9% | +583.6% | -371.6% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling