+11.7%
DASH vs TXG
-59.0%
+70.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.3% |
| 7D | -10.6% | +1.8% | -12.4% | -11.2% |
| 30D | +2.2% | +32.0% | -29.9% | -8.7% |
| 3M | +32.3% | +87.0% | -54.7% | +2.7% |
| 6M | +19.1% | +180.1% | -160.9% | -21.8% |
| YTD | -6.5% | +284.1% | -290.6% | -46.0% |
| 1Y | -14.9% | +361.7% | -376.6% | -55.9% |
| 3Y | +151.9% | +15.9% | +136.0% | +107.6% |
| 5Y | +9.4% | -66.2% | +75.6% | +35.7% |
| All | +11.7% | -59.0% | +70.7% | +10.4% |
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