+11.7%
DASH vs TW
+69.0%
-57.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -5.1% |
| 7D | -10.6% | -2.3% | -8.2% | -9.5% |
| 30D | +2.2% | +3.9% | -1.8% | -0.1% |
| 3M | +32.3% | +5.7% | +26.6% | +26.2% |
| 6M | +19.1% | -14.5% | +33.6% | +28.5% |
| YTD | -6.5% | -0.9% | -5.6% | -8.9% |
| 1Y | -14.9% | -13.5% | -1.4% | -9.9% |
| 3Y | +151.9% | +25.0% | +127.0% | +88.2% |
| 5Y | +9.4% | +22.7% | -13.2% | -21.0% |
| All | +11.7% | +69.0% | -57.2% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling