-5.9%
DASH vs TTMI
+477.0%
-482.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.0% | -9.0% | -1.8% |
| 7D | -10.2% | +7.2% | -17.5% | -11.8% |
| 30D | -8.2% | -28.7% | +20.4% | -4.0% |
| 3M | -15.9% | -39.8% | +23.9% | -9.6% |
| 6M | +13.3% | -51.7% | +65.0% | +24.6% |
| YTD | -21.3% | +14.1% | -35.3% | -38.3% |
| 1Y | -11.1% | +16.0% | -27.1% | -32.0% |
| 3Y | +103.8% | +452.7% | -348.9% | -28.1% |
| 5Y | -21.6% | +451.5% | -473.1% | -74.2% |
| All | -5.9% | +477.0% | -482.9% | -67.6% |
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