-33.3%
TLT vs DASH
+8.6%
-41.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.3% |
| 7D | -0.4% | -10.6% | +10.1% | -0.2% |
| 30D | -0.6% | +2.2% | -2.7% | -0.6% |
| 3M | -2.7% | +32.3% | -35.0% | -3.4% |
| 6M | -5.6% | +19.1% | -24.7% | -6.1% |
| YTD | -2.8% | -6.5% | +3.7% | -2.8% |
| 1Y | -1.4% | -14.9% | +13.5% | -1.3% |
| 3Y | -1.6% | +151.9% | -153.5% | -5.0% |
| All | -33.3% | +8.6% | -41.8% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling