-37.5%
TLT vs DASH
-2.1%
-35.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -0.3% | -2.8% | +2.5% | -0.2% |
| 30D | +3.7% | -9.3% | +13.0% | +3.9% |
| 3M | -0.7% | -15.1% | +14.4% | -0.4% |
| 6M | -4.2% | +8.7% | -12.9% | -4.5% |
| YTD | -4.0% | -21.3% | +17.3% | -3.7% |
| 1Y | -5.8% | -12.7% | +6.8% | -5.8% |
| 3Y | +4.1% | +103.8% | -99.7% | +1.3% |
| 5Y | -34.8% | -16.8% | -18.0% | -36.7% |
| All | -37.5% | -2.1% | -35.5% | -40.0% |
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