-5.9%
DASH vs TTMI
+429.5%
-435.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.7% |
| 7D | -2.8% | -11.5% | +8.7% | -0.9% |
| 30D | -9.3% | -40.3% | +31.0% | -1.4% |
| 3M | -15.1% | -44.5% | +29.4% | -7.2% |
| 6M | +8.7% | -54.1% | +62.8% | +20.4% |
| YTD | -21.3% | +4.7% | -26.0% | -37.2% |
| 1Y | -12.7% | +3.3% | -16.0% | -31.1% |
| 3Y | +103.8% | +407.2% | -303.4% | -26.8% |
| 5Y | -16.8% | +406.5% | -423.3% | -72.1% |
| All | -5.9% | +429.5% | -435.5% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling