+101.8%
DASH vs TXG
+49.6%
+52.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.4% |
| 7D | +0.4% | -15.4% | +15.8% | +2.6% |
| 30D | -6.0% | -22.1% | +16.1% | -3.3% |
| 3M | -15.8% | +30.0% | -45.8% | -21.5% |
| 6M | +7.0% | +160.7% | -153.7% | -12.6% |
| YTD | -20.7% | +263.5% | -284.1% | -39.1% |
| 1Y | -8.5% | +356.0% | -364.5% | -33.3% |
| 3Y | +101.8% | +53.4% | +48.4% | +62.7% |
| All | +101.8% | +49.6% | +52.2% | +62.7% |
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