+4.8%
DASH vs TT
+211.6%
-206.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.7% | +10.0% | +9.3% |
| 7D | +17.2% | -8.5% | +25.6% | +22.7% |
| 30D | +3.6% | -12.8% | +16.4% | +11.1% |
| 3M | -1.9% | -12.9% | +11.0% | +5.1% |
| 6M | +15.1% | -15.2% | +30.3% | +23.8% |
| YTD | -12.3% | +6.2% | -18.5% | -20.1% |
| 1Y | -17.2% | -4.5% | -12.7% | -19.0% |
| 3Y | +114.7% | +93.6% | +21.1% | +17.7% |
| 5Y | -4.3% | +141.1% | -145.3% | -61.3% |
| All | +4.8% | +211.6% | -206.8% | -64.3% |
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