-17.2%
DASH vs TSEM
+79.9%
-97.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -8.7% | +17.1% | +8.1% |
| 7D | +17.2% | -23.1% | +40.3% | +16.8% |
| 30D | +3.6% | -40.4% | +43.9% | +3.2% |
| 3M | -1.9% | -37.9% | +36.0% | -2.1% |
| 6M | +15.1% | -30.8% | +45.9% | +13.4% |
| YTD | -12.3% | +26.7% | -39.0% | -19.3% |
| 1Y | -17.2% | +80.5% | -97.7% | -31.2% |
| All | -17.2% | +79.9% | -97.1% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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