+86.1%
TXN vs DASH
+16.3%
+69.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +2.6% |
| 7D | -0.1% | -10.6% | +10.5% | +1.8% |
| 30D | -6.9% | +2.2% | -9.1% | -7.4% |
| 3M | -14.9% | +32.3% | -47.2% | -19.4% |
| 6M | +29.0% | +19.1% | +9.9% | +23.5% |
| YTD | +51.5% | -6.5% | +58.0% | +51.3% |
| 1Y | +41.6% | -14.9% | +56.5% | +43.1% |
| 3Y | +65.8% | +151.9% | -86.1% | +35.6% |
| 5Y | +56.8% | +9.4% | +47.4% | +33.1% |
| All | +86.1% | +16.3% | +69.8% | +55.0% |
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