+5.8%
DASH vs TRV
+202.0%
-196.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.2% |
| 7D | -11.2% | +0.5% | -11.7% | -11.2% |
| 30D | -7.3% | -4.9% | -2.5% | -6.8% |
| 3M | +31.4% | +23.7% | +7.7% | +28.9% |
| 6M | +11.9% | +20.3% | -8.4% | +10.0% |
| YTD | -11.5% | +27.1% | -38.5% | -13.4% |
| 1Y | -20.0% | +35.3% | -55.4% | -22.2% |
| 3Y | +143.9% | +139.8% | +4.1% | +135.7% |
| 5Y | -0.2% | +153.9% | -154.1% | -3.8% |
| All | +5.8% | +202.0% | -196.3% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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