-29.3%
DASH vs TXG
-65.2%
+35.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -4.5% | -1.8% | -2.7% | -4.1% |
| 30D | -6.8% | -20.4% | +13.6% | -1.7% |
| 3M | -20.7% | +0.1% | -20.8% | -24.7% |
| 6M | +15.1% | +176.2% | -161.1% | -26.1% |
| YTD | -24.3% | +256.8% | -281.0% | -56.8% |
| 1Y | -12.1% | +255.9% | -268.0% | -50.7% |
| 3Y | +91.1% | +60.2% | +30.8% | +28.7% |
| All | -29.3% | -65.2% | +35.8% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling