+99.7%
TXN vs DASH
-16.7%
+116.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.3% | -8.6% | -0.2% |
| 7D | +1.0% | +17.2% | -16.1% | +1.3% |
| 30D | +6.1% | +3.6% | +2.6% | +6.3% |
| 3M | +10.4% | -1.9% | +12.2% | +10.3% |
| 6M | +12.6% | +15.1% | -2.5% | +12.4% |
| YTD | +83.5% | -12.3% | +95.8% | +87.7% |
| 1Y | +99.7% | -17.2% | +117.0% | +105.2% |
| All | +99.7% | -16.7% | +116.4% | +105.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling