+7.4%
DASH vs TNA
-22.2%
+29.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.9% |
| 7D | -10.6% | -0.1% | -10.5% | -10.6% |
| 30D | +2.2% | -4.9% | +7.1% | +4.0% |
| 3M | +32.3% | +0.4% | +31.9% | +30.5% |
| 6M | +19.1% | +32.5% | -13.4% | +1.8% |
| YTD | -6.5% | +53.7% | -60.2% | -25.8% |
| 1Y | -14.9% | +65.1% | -80.0% | -35.7% |
| 3Y | +151.9% | +98.4% | +53.5% | +41.8% |
| All | +7.4% | -22.2% | +29.6% | -19.5% |
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