-29.3%
DASH vs TW
+41.2%
-70.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.1% |
| 7D | -4.5% | +3.9% | -8.5% | -6.6% |
| 30D | -6.8% | +19.9% | -26.7% | -16.1% |
| 3M | -20.7% | +25.9% | -46.6% | -30.8% |
| 6M | +15.1% | +21.1% | -6.1% | +1.4% |
| YTD | -24.3% | +23.9% | -48.2% | -35.4% |
| 1Y | -12.1% | +21.2% | -33.4% | -24.0% |
| 3Y | +91.1% | +44.8% | +46.3% | +28.4% |
| All | -29.3% | +41.2% | -70.6% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling