-80.8%
TTD vs DASH
+8.6%
-89.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.6% | +0.3% | -1.6% |
| 7D | +6.3% | -10.6% | +16.9% | +13.7% |
| 30D | -23.9% | +2.2% | -26.0% | -25.3% |
| 3M | -31.4% | +32.3% | -63.7% | -43.1% |
| 6M | -42.7% | +19.1% | -61.8% | -49.4% |
| YTD | -62.0% | -6.5% | -55.5% | -61.4% |
| 1Y | -72.2% | -14.9% | -57.3% | -71.0% |
| 3Y | -81.9% | +151.9% | -233.9% | -91.3% |
| All | -80.8% | +8.6% | -89.4% | -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 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