-12.2%
DASH vs TT
+0.9%
-13.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -4.1% | +8.1% | -12.1% | -4.5% |
| 30D | -10.6% | -11.3% | +0.7% | -10.2% |
| 3M | -18.8% | -11.2% | -7.6% | -18.6% |
| 6M | +11.2% | -8.9% | +20.1% | +10.6% |
| YTD | -23.8% | +9.7% | -33.5% | -26.0% |
| 1Y | -12.2% | +1.3% | -13.4% | -10.5% |
| All | -12.2% | +0.9% | -13.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling