-5.1%
DASH vs TTMI
+356.2%
-361.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -15.2% | +5.8% | -6.3% |
| 7D | +0.5% | -29.0% | +29.5% | +7.1% |
| 30D | -7.1% | -53.1% | +46.0% | +6.5% |
| 3M | -13.2% | -52.6% | +39.4% | -1.8% |
| 6M | +8.3% | -61.0% | +69.3% | +24.1% |
| YTD | -20.6% | -9.8% | -10.7% | -34.5% |
| 1Y | -24.4% | -11.2% | -13.2% | -38.3% |
| 3Y | +94.5% | +325.0% | -230.5% | -26.7% |
| 5Y | -9.4% | +335.4% | -344.9% | -68.6% |
| All | -5.1% | +356.2% | -361.2% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling