-9.5%
DASH vs TSEM
+450.4%
-459.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | +0.7% |
| 7D | -4.5% | +7.0% | -11.5% | -6.0% |
| 30D | -6.8% | -29.8% | +23.0% | -1.3% |
| 3M | -20.7% | -41.9% | +21.2% | -13.4% |
| 6M | +15.1% | -45.8% | +60.8% | +23.1% |
| YTD | -24.3% | +25.1% | -49.4% | -40.6% |
| 1Y | -12.1% | +48.2% | -60.4% | -35.5% |
| 3Y | +91.1% | +476.5% | -385.4% | -23.7% |
| 5Y | -30.3% | +301.4% | -331.7% | -67.2% |
| All | -9.5% | +450.4% | -459.9% | -66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling