+52.1%
DASH vs TPG
+85.9%
-33.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.3% | -2.0% | -3.4% |
| 7D | -11.2% | -2.9% | -8.3% | -9.6% |
| 30D | -7.3% | +5.0% | -12.4% | -10.3% |
| 3M | +31.4% | +24.9% | +6.5% | +13.8% |
| 6M | +11.9% | +21.1% | -9.2% | -1.9% |
| YTD | -11.5% | -17.3% | +5.8% | -3.3% |
| 1Y | -20.0% | -9.8% | -10.2% | -18.6% |
| 3Y | +143.9% | +95.4% | +48.5% | +26.5% |
| All | +52.1% | +85.9% | -33.8% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling