+101.8%
DASH vs TT
+89.7%
+12.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.9% |
| 7D | +0.4% | -2.0% | +2.4% | +1.1% |
| 30D | -6.0% | -14.0% | +8.0% | -1.5% |
| 3M | -15.8% | -15.9% | +0.1% | -11.0% |
| 6M | +7.0% | -17.3% | +24.3% | +12.8% |
| YTD | -20.7% | +4.0% | -24.6% | -25.4% |
| 1Y | -8.5% | -7.1% | -1.4% | -9.0% |
| 3Y | +101.8% | +90.2% | +11.5% | +33.2% |
| All | +101.8% | +89.7% | +12.1% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling