+153.0%
DASH vs TNA
+102.0%
+51.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.8% |
| 7D | -10.6% | -0.1% | -10.5% | -10.6% |
| 30D | +2.2% | -4.9% | +7.1% | +3.4% |
| 3M | +32.3% | +0.4% | +31.9% | +31.2% |
| 6M | +19.1% | +32.5% | -13.4% | +7.3% |
| YTD | -6.5% | +53.7% | -60.2% | -19.8% |
| 1Y | -14.9% | +65.1% | -80.0% | -29.1% |
| All | +153.0% | +102.0% | +51.1% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling