-29.3%
DASH vs TNA
-46.7%
+17.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -4.5% | +3.7% | -8.3% | -6.3% |
| 30D | -6.8% | +4.4% | -11.2% | -8.9% |
| 3M | -20.7% | -26.7% | +6.0% | -10.1% |
| 6M | +15.1% | -12.8% | +27.9% | +19.0% |
| YTD | -24.3% | +22.7% | -46.9% | -34.4% |
| 1Y | -12.1% | +35.7% | -47.8% | -28.0% |
| 3Y | +91.1% | +134.6% | -43.5% | -7.7% |
| All | -29.3% | -46.7% | +17.4% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling