-5.9%
DASH vs TW
+107.8%
-113.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -10.2% | +2.8% | -13.1% | -11.6% |
| 30D | -8.2% | +18.1% | -26.3% | -16.3% |
| 3M | -15.9% | +25.2% | -41.1% | -26.0% |
| 6M | +13.3% | +19.1% | -5.8% | +1.3% |
| YTD | -21.3% | +21.9% | -43.2% | -31.7% |
| 1Y | -11.1% | +18.9% | -30.1% | -21.7% |
| 3Y | +103.8% | +41.7% | +62.0% | +45.5% |
| 5Y | -21.6% | +40.4% | -62.0% | -48.3% |
| All | -5.9% | +107.8% | -113.7% | -42.2% |
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