+49.7%
DASH vs TPG
+78.6%
-28.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | +0.7% |
| 7D | -12.8% | -6.5% | -6.3% | -9.3% |
| 30D | -6.0% | +0.1% | -6.1% | -6.4% |
| 3M | +26.7% | +14.5% | +12.2% | +15.6% |
| 6M | +11.7% | +17.3% | -5.6% | -0.3% |
| YTD | -12.9% | -20.5% | +7.6% | -2.6% |
| 1Y | -23.1% | -13.2% | -9.9% | -19.9% |
| 3Y | +140.0% | +87.7% | +52.3% | +27.4% |
| All | +49.7% | +78.6% | -28.9% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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