-12.1%
DASH vs TPG
-12.0%
-0.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -4.5% | +5.0% | -9.6% | -6.6% |
| 30D | -6.8% | +15.7% | -22.5% | -11.6% |
| 3M | -20.7% | -10.6% | -10.1% | -17.7% |
| 6M | +15.1% | +15.9% | -0.9% | +8.4% |
| YTD | -24.3% | -20.6% | -3.6% | -24.6% |
| 1Y | -12.1% | -11.8% | -0.4% | -12.8% |
| All | -12.1% | -12.0% | -0.1% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling