-20.0%
DASH vs TNA
+59.1%
-79.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -5.0% |
| 7D | -11.2% | +4.1% | -15.2% | -12.1% |
| 30D | -7.3% | -7.6% | +0.3% | -5.5% |
| 3M | +31.4% | +8.1% | +23.4% | +27.9% |
| 6M | +11.9% | +49.0% | -37.1% | -3.1% |
| YTD | -11.5% | +51.7% | -63.2% | -24.3% |
| 1Y | -20.0% | +59.6% | -79.6% | -32.6% |
| All | -20.0% | +59.1% | -79.2% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling