-9.4%
DASH vs TT
+128.8%
-138.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.4% | -5.0% | -6.7% |
| 7D | +0.5% | -9.0% | +9.5% | +6.4% |
| 30D | -7.1% | -17.6% | +10.5% | +4.0% |
| 3M | -13.2% | -18.7% | +5.5% | -2.2% |
| 6M | +8.3% | -17.4% | +25.7% | +19.0% |
| YTD | -20.6% | +1.5% | -22.1% | -26.5% |
| 1Y | -24.4% | -9.4% | -15.0% | -23.7% |
| 3Y | +94.5% | +85.1% | +9.5% | -2.3% |
| 5Y | -9.4% | +125.7% | -135.2% | -68.9% |
| All | -9.4% | +128.8% | -138.2% | -68.9% |
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