-82.6%
TTD vs DASH
-2.1%
-80.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +4.1% |
| 7D | +19.9% | -2.8% | +22.7% | +21.3% |
| 30D | +27.6% | -9.3% | +36.9% | +33.5% |
| 3M | +15.2% | -15.1% | +30.2% | +24.0% |
| 6M | -33.2% | +8.7% | -41.9% | -37.7% |
| YTD | -59.4% | -21.3% | -38.1% | -55.3% |
| 1Y | -64.4% | -12.7% | -51.7% | -63.3% |
| 3Y | -75.9% | +103.8% | -179.7% | -85.4% |
| 5Y | -82.6% | -16.8% | -65.8% | -86.8% |
| All | -82.6% | -2.1% | -80.5% | -87.9% |
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