+42.9%
TXN vs DASH
-19.6%
+62.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.2% |
| 7D | +2.2% | -11.2% | +13.4% | +2.3% |
| 30D | -9.5% | -7.3% | -2.2% | -9.5% |
| 3M | -10.5% | +31.4% | -42.0% | -11.4% |
| 6M | +35.4% | +11.9% | +23.5% | +34.5% |
| YTD | +51.8% | -11.5% | +63.3% | +55.6% |
| 1Y | +42.9% | -20.0% | +63.0% | +52.6% |
| All | +42.9% | -19.6% | +62.6% | +52.6% |
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 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