-37.0%
TLT vs DASH
-1.1%
-35.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.4% | +9.6% | +0.4% |
| 7D | +0.5% | +0.5% | 0.0% | +0.5% |
| 30D | +6.0% | -7.1% | +13.1% | +6.1% |
| 3M | -0.9% | -13.2% | +12.3% | -0.7% |
| 6M | -2.6% | +8.3% | -10.9% | -2.9% |
| YTD | -3.1% | -20.6% | +17.4% | -2.8% |
| 1Y | -4.4% | -24.4% | +20.0% | -4.0% |
| 3Y | +5.5% | +94.5% | -89.1% | +2.8% |
| 5Y | -34.7% | -9.4% | -25.3% | -36.7% |
| All | -37.0% | -1.1% | -35.8% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling