-5.9%
DASH vs TW
+106.2%
-112.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.1% |
| 7D | -2.8% | +3.1% | -5.9% | -4.4% |
| 30D | -9.3% | +16.7% | -26.0% | -16.8% |
| 3M | -15.1% | +25.2% | -40.2% | -25.2% |
| 6M | +8.7% | +19.5% | -10.7% | -3.0% |
| YTD | -21.3% | +21.0% | -42.3% | -31.4% |
| 1Y | -12.7% | +19.0% | -31.6% | -23.1% |
| 3Y | +103.8% | +40.7% | +63.1% | +46.1% |
| 5Y | -16.8% | +40.1% | -56.9% | -45.0% |
| All | -5.9% | +106.2% | -112.2% | -41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling