+75.6%
TXN vs DASH
-15.0%
+90.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | -7.8% | +0.4% | -8.2% | -7.4% |
| 30D | -3.6% | -6.0% | +2.5% | -3.2% |
| 3M | +0.1% | -15.8% | +15.9% | 0.0% |
| 6M | -3.2% | +7.0% | -10.2% | -3.0% |
| YTD | +63.4% | -20.7% | +84.0% | +67.9% |
| 1Y | +75.6% | -8.5% | +84.2% | +76.1% |
| All | +75.6% | -15.0% | +90.6% | +76.1% |
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