-35.1%
TLT vs DASH
-7.9%
-27.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.3% | -4.8% | +5.1% | +0.4% |
| 30D | +5.1% | -7.9% | +13.0% | +5.3% |
| 3M | -0.2% | -16.3% | +16.1% | +0.2% |
| 6M | -2.9% | +10.4% | -13.3% | -3.3% |
| YTD | -2.7% | -20.1% | +17.4% | -2.4% |
| 1Y | -4.6% | -11.4% | +6.8% | -4.6% |
| 3Y | +6.1% | +114.1% | -108.0% | +2.6% |
| 5Y | -35.1% | -5.8% | -29.4% | -39.2% |
| All | -35.1% | -7.9% | -27.3% | -39.2% |
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