-82.5%
TTD vs DASH
-5.2%
-77.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -1.5% |
| 7D | +20.8% | -4.1% | +24.8% | +23.5% |
| 30D | +27.1% | -10.6% | +37.7% | +34.0% |
| 3M | +14.7% | -18.8% | +33.5% | +26.5% |
| 6M | -26.8% | +11.2% | -38.0% | -32.7% |
| YTD | -59.2% | -23.8% | -35.4% | -54.4% |
| 1Y | -64.7% | -12.2% | -52.5% | -63.8% |
| 3Y | -75.8% | +97.3% | -173.1% | -85.1% |
| 5Y | -84.6% | -29.8% | -54.7% | -87.7% |
| All | -82.5% | -5.2% | -77.3% | -87.6% |
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