+143.9%
DASH vs TPG
+98.7%
+45.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.3% | -2.0% | -4.0% |
| 7D | -11.2% | -2.9% | -8.3% | -10.1% |
| 30D | -7.3% | +5.0% | -12.4% | -9.4% |
| 3M | +31.4% | +24.9% | +6.5% | +19.0% |
| 6M | +11.9% | +21.1% | -9.2% | +2.3% |
| YTD | -11.5% | -17.3% | +5.8% | -6.0% |
| 1Y | -20.0% | -9.8% | -10.2% | -18.9% |
| 3Y | +143.9% | +95.4% | +48.5% | +48.8% |
| All | +143.9% | +98.7% | +45.2% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling