+91.1%
DASH vs TRI
-10.1%
+101.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -4.5% | -2.9% | -1.6% | -3.8% |
| 30D | -6.8% | +3.7% | -10.5% | -8.0% |
| 3M | -20.7% | +3.7% | -24.4% | -22.0% |
| 6M | +15.1% | +35.1% | -20.1% | +3.1% |
| YTD | -24.3% | -14.0% | -10.3% | -25.0% |
| 1Y | -12.1% | -19.0% | +6.8% | -12.0% |
| 3Y | +91.1% | -12.0% | +103.0% | +94.4% |
| All | +91.1% | -10.1% | +101.2% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 3y: compounded portfolio wealth divided by compounded TRI 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…
3y analysis · Full analysis span regression · 6 months rolling