-7.0%
DASH vs TPR
+253.5%
-260.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | +0.4% | +14.2% | -13.8% | -6.7% |
| 30D | -6.0% | +17.1% | -23.1% | -13.8% |
| 3M | -15.8% | -17.7% | +2.0% | -8.5% |
| 6M | +7.0% | -10.2% | +17.1% | +9.2% |
| YTD | -20.7% | +4.9% | -25.6% | -27.6% |
| 1Y | -8.5% | +36.1% | -44.7% | -28.9% |
| 3Y | +101.8% | +416.5% | -314.7% | -42.1% |
| All | -7.0% | +253.5% | -260.5% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling