-5.9%
DASH vs TSEM
+453.0%
-459.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.9% |
| 7D | -2.8% | -9.5% | +6.7% | -1.2% |
| 30D | -9.3% | -35.5% | +26.2% | -2.2% |
| 3M | -15.1% | -41.6% | +26.5% | -7.4% |
| 6M | +8.7% | -30.1% | +38.8% | +7.2% |
| YTD | -21.3% | +25.7% | -47.0% | -38.3% |
| 1Y | -12.7% | +50.5% | -63.1% | -36.3% |
| 3Y | +103.8% | +501.7% | -397.9% | -19.9% |
| 5Y | -16.8% | +310.9% | -327.7% | -61.2% |
| All | -5.9% | +453.0% | -459.0% | -65.5% |
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