+7.4%
DASH vs TT
+140.2%
-132.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -5.0% |
| 7D | -10.6% | -0.2% | -10.3% | -10.5% |
| 30D | +2.2% | -7.4% | +9.5% | +7.0% |
| 3M | +32.3% | -3.2% | +35.5% | +33.4% |
| 6M | +19.1% | +1.1% | +18.0% | +14.9% |
| YTD | -6.5% | +15.6% | -22.1% | -19.2% |
| 1Y | -14.9% | +9.2% | -24.1% | -23.8% |
| 3Y | +151.9% | +124.4% | +27.6% | +12.5% |
| All | +7.4% | +140.2% | -132.7% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling