+7.4%
DASH vs TPR
+239.8%
-232.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | -2.3% | -8.3% | -9.5% |
| 30D | +2.2% | -23.0% | +25.1% | +15.2% |
| 3M | +32.3% | -12.5% | +44.7% | +39.1% |
| 6M | +19.1% | -21.4% | +40.5% | +30.3% |
| YTD | -6.5% | -3.5% | -3.0% | -10.3% |
| 1Y | -14.9% | +17.4% | -32.2% | -27.1% |
| 3Y | +151.9% | +291.3% | -139.3% | -9.7% |
| All | +7.4% | +239.8% | -232.4% | -62.3% |
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