-7.0%
DASH vs TXT
+7.8%
-14.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +1.0% |
| 7D | +0.4% | -2.5% | +2.9% | +2.0% |
| 30D | -6.0% | +14.4% | -20.4% | -13.5% |
| 3M | -15.8% | -4.9% | -10.8% | -13.5% |
| 6M | +7.0% | -10.2% | +17.2% | +12.2% |
| YTD | -20.7% | -4.1% | -16.6% | -22.2% |
| 1Y | -8.5% | +4.0% | -12.5% | -15.7% |
| 3Y | +101.8% | +8.0% | +93.8% | +66.5% |
| All | -7.0% | +7.8% | -14.7% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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