-5.1%
DASH vs TW
+102.9%
-108.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.4% | -9.9% | -9.6% |
| 7D | +0.5% | +7.3% | -6.8% | -3.2% |
| 30D | -7.1% | +18.6% | -25.7% | -15.5% |
| 3M | -13.2% | +24.8% | -38.0% | -23.5% |
| 6M | +8.3% | +16.1% | -7.8% | -1.8% |
| YTD | -20.6% | +19.1% | -39.6% | -30.2% |
| 1Y | -24.4% | +22.8% | -47.2% | -35.2% |
| 3Y | +94.5% | +40.4% | +54.1% | +39.0% |
| 5Y | -9.4% | +37.9% | -47.3% | -39.6% |
| All | -5.1% | +102.9% | -108.0% | -40.9% |
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 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