-5.1%
DASH vs TPR
+416.6%
-421.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +7.1% | -16.5% | -12.7% |
| 7D | +0.5% | +13.9% | -13.3% | -5.9% |
| 30D | -7.1% | +14.9% | -22.0% | -13.4% |
| 3M | -13.2% | -15.4% | +2.2% | -7.7% |
| 6M | +8.3% | -4.5% | +12.8% | +7.1% |
| YTD | -20.6% | +6.0% | -26.5% | -26.9% |
| 1Y | -24.4% | +24.3% | -48.7% | -35.9% |
| 3Y | +94.5% | +412.8% | -318.3% | -31.2% |
| 5Y | -9.4% | +258.4% | -267.9% | -64.1% |
| All | -5.1% | +416.6% | -421.6% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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