-17.2%
DASH vs TW
+20.8%
-38.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.3% | +8.3% |
| 7D | +17.2% | +6.0% | +11.2% | +16.8% |
| 30D | +3.6% | +18.6% | -15.0% | +2.5% |
| 3M | -1.9% | +26.5% | -28.4% | -3.1% |
| 6M | +15.1% | +13.1% | +2.0% | +13.9% |
| YTD | -12.3% | +18.5% | -30.9% | -10.2% |
| 1Y | -17.2% | +21.7% | -38.9% | -13.9% |
| All | -17.2% | +20.8% | -38.0% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling