-5.2%
DASH vs TSEM
+414.6%
-419.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -5.0% | -1.1% |
| 7D | +0.4% | -17.5% | +17.9% | +3.7% |
| 30D | -6.0% | -44.7% | +38.6% | +4.5% |
| 3M | -15.8% | -38.9% | +23.1% | -9.2% |
| 6M | +7.0% | -36.7% | +43.6% | +7.8% |
| YTD | -20.7% | +17.0% | -37.6% | -36.9% |
| 1Y | -8.5% | +62.8% | -71.4% | -36.4% |
| 3Y | +101.8% | +471.3% | -369.5% | -20.2% |
| 5Y | -9.6% | +290.3% | -299.8% | -57.8% |
| All | -5.2% | +414.6% | -419.8% | -64.7% |
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