-83.7%
TTD vs DASH
+16.3%
-100.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.6% | +0.3% | -1.9% |
| 7D | +6.3% | -10.6% | +16.9% | +12.9% |
| 30D | -23.9% | +2.2% | -26.0% | -25.2% |
| 3M | -31.4% | +32.3% | -63.7% | -41.9% |
| 6M | -42.7% | +19.1% | -61.8% | -48.6% |
| YTD | -62.0% | -6.5% | -55.5% | -61.4% |
| 1Y | -72.2% | -14.9% | -57.3% | -71.1% |
| 3Y | -81.9% | +151.9% | -233.9% | -90.2% |
| 5Y | -81.5% | +9.4% | -91.0% | -87.5% |
| All | -83.7% | +16.3% | -100.0% | -89.5% |
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