-4.5%
DASH vs TW
+104.0%
-108.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -4.8% | +3.4% | -8.2% | -6.5% |
| 30D | -7.9% | +15.5% | -23.4% | -15.0% |
| 3M | -16.3% | +25.1% | -41.5% | -26.3% |
| 6M | +10.4% | +18.2% | -7.8% | -1.0% |
| YTD | -20.1% | +19.7% | -39.8% | -30.0% |
| 1Y | -11.4% | +18.1% | -29.6% | -21.8% |
| 3Y | +114.1% | +40.5% | +73.6% | +53.1% |
| 5Y | -5.8% | +37.1% | -42.8% | -37.1% |
| All | -4.5% | +104.0% | -108.5% | -40.7% |
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