-12.7%
DASH vs TEM
+6.2%
-18.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -0.7% |
| 7D | -2.8% | +3.5% | -6.3% | -3.5% |
| 30D | -9.3% | +13.5% | -22.8% | -11.6% |
| 3M | -15.1% | +46.3% | -61.3% | -23.7% |
| 6M | +8.7% | +61.5% | -52.8% | -6.6% |
| YTD | -21.3% | +36.4% | -57.7% | -31.5% |
| 1Y | -12.7% | +12.2% | -24.9% | -23.0% |
| All | -12.7% | +6.2% | -18.9% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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