-4.5%
DASH vs TXG
-57.4%
+52.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.7% | -9.0% | -2.4% |
| 7D | -4.8% | +5.5% | -10.3% | -6.7% |
| 30D | -7.9% | -19.3% | +11.4% | -3.2% |
| 3M | -16.3% | +25.0% | -41.3% | -26.7% |
| 6M | +10.4% | +201.2% | -190.8% | -31.4% |
| YTD | -20.1% | +298.8% | -318.9% | -56.4% |
| 1Y | -11.4% | +326.6% | -338.0% | -53.8% |
| 3Y | +114.1% | +78.3% | +35.8% | +36.8% |
| 5Y | -5.8% | -61.3% | +55.6% | +7.0% |
| All | -4.5% | -57.4% | +52.9% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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