-5.2%
DASH vs TXG
-61.2%
+56.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.8% |
| 7D | +0.4% | -15.4% | +15.8% | +5.3% |
| 30D | -6.0% | -22.1% | +16.1% | -0.1% |
| 3M | -15.8% | +30.0% | -45.8% | -27.5% |
| 6M | +7.0% | +160.7% | -153.7% | -30.1% |
| YTD | -20.7% | +263.5% | -284.1% | -55.3% |
| 1Y | -8.5% | +356.0% | -364.5% | -53.9% |
| 3Y | +101.8% | +53.4% | +48.4% | +37.2% |
| 5Y | -9.6% | -66.7% | +57.1% | +8.4% |
| All | -5.2% | -61.2% | +56.0% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling