-29.3%
DASH vs TTMI
+416.2%
-445.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.1% |
| 7D | -4.5% | +11.4% | -15.9% | -6.8% |
| 30D | -6.8% | -28.3% | +21.5% | -2.7% |
| 3M | -20.7% | -46.7% | +26.0% | -12.5% |
| 6M | +15.1% | -56.1% | +71.2% | +29.2% |
| YTD | -24.3% | +7.4% | -31.6% | -39.8% |
| 1Y | -12.1% | +17.4% | -29.5% | -33.5% |
| 3Y | +91.1% | +429.1% | -338.1% | -32.2% |
| All | -29.3% | +416.2% | -445.6% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling