+60.7%
DASH vs TPG
+92.2%
-31.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.0% |
| 7D | -10.6% | -2.4% | -8.1% | -9.3% |
| 30D | +2.2% | +11.1% | -8.9% | -4.4% |
| 3M | +32.3% | +26.3% | +6.0% | +13.8% |
| 6M | +19.1% | +18.3% | +0.8% | +5.9% |
| YTD | -6.5% | -14.4% | +7.9% | 0.0% |
| 1Y | -14.9% | -6.7% | -8.2% | -15.1% |
| 3Y | +151.9% | +111.5% | +40.5% | +23.3% |
| All | +60.7% | +92.2% | -31.6% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling