-36.7%
TLT vs DASH
-1.3%
-35.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +6.2% | -6.0% | +12.2% | +6.3% |
| 3M | +0.1% | -15.8% | +15.8% | +0.4% |
| 6M | -3.0% | +7.0% | -9.9% | -3.2% |
| YTD | -2.7% | -20.7% | +17.9% | -2.5% |
| 1Y | -4.8% | -8.5% | +3.7% | -4.9% |
| 3Y | +6.9% | +101.8% | -94.9% | +4.1% |
| 5Y | -34.5% | -9.6% | -24.9% | -36.4% |
| All | -36.7% | -1.3% | -35.4% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling