+11.7%
DASH vs TT
+240.0%
-228.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 3M | +32.3% | -3.2% | +35.5% | +33.4% |
| 6M | +19.1% | +1.1% | +18.0% | +15.3% |
| YTD | -6.5% | +15.6% | -22.1% | -18.1% |
| 1Y | -14.9% | +9.2% | -24.1% | -23.0% |
| 3Y | +151.9% | +124.4% | +27.6% | +25.1% |
| 5Y | +9.4% | +138.0% | -128.6% | -56.9% |
| All | +11.7% | +240.0% | -228.3% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling