+153.0%
DASH vs TXG
+17.1%
+135.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.5% |
| 7D | -10.6% | +1.8% | -12.4% | -10.9% |
| 30D | +2.2% | +32.0% | -29.9% | -3.6% |
| 3M | +32.3% | +87.0% | -54.7% | +15.6% |
| 6M | +19.1% | +180.1% | -160.9% | -4.2% |
| YTD | -6.5% | +284.1% | -290.6% | -29.4% |
| 1Y | -14.9% | +361.7% | -376.6% | -39.1% |
| All | +153.0% | +17.1% | +135.9% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling