-5.2%
DASH vs TMF
-89.7%
+84.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +0.4% | +1.2% | -0.8% | +0.3% |
| 30D | -6.0% | +19.7% | -25.8% | -7.8% |
| 3M | -15.8% | -2.1% | -13.7% | -15.6% |
| 6M | +7.0% | -13.4% | +20.4% | +8.4% |
| YTD | -20.7% | -16.7% | -3.9% | -19.4% |
| 1Y | -8.5% | -23.3% | +14.8% | -6.4% |
| 3Y | +101.8% | -24.8% | +126.6% | +101.3% |
| 5Y | -9.6% | -88.0% | +78.5% | +1.2% |
| All | -5.2% | -89.7% | +84.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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