+4.8%
DASH vs TPR
+382.5%
-377.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.8% | +6.6% |
| 7D | +17.2% | +12.6% | +4.5% | +10.9% |
| 30D | +3.6% | +7.1% | -3.6% | +0.3% |
| 3M | -1.9% | -19.4% | +17.5% | +7.3% |
| 6M | +15.1% | -9.7% | +24.8% | +17.4% |
| YTD | -12.3% | -1.0% | -11.3% | -16.3% |
| 1Y | -17.2% | +19.3% | -36.5% | -28.2% |
| 3Y | +114.7% | +379.0% | -264.2% | -21.2% |
| 5Y | -4.3% | +239.1% | -243.4% | -60.7% |
| All | +4.8% | +382.5% | -377.7% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling