-83.5%
TTD vs DASH
+94.5%
-178.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.4% | +6.2% | +0.8% |
| 7D | -1.9% | +0.5% | -2.4% | -2.5% |
| 30D | +7.5% | -7.1% | +14.5% | +10.2% |
| 3M | -32.4% | -13.2% | -19.2% | -29.1% |
| 6M | -47.9% | +8.3% | -56.2% | -50.7% |
| YTD | -66.3% | -20.6% | -45.7% | -63.8% |
| 1Y | -73.1% | -24.4% | -48.7% | -71.0% |
| All | -83.5% | +94.5% | -178.0% | -85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling