-11.1%
DASH vs TSEM
+60.1%
-71.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | +0.1% |
| 7D | -10.2% | +6.8% | -17.0% | -10.1% |
| 30D | -8.2% | -26.6% | +18.4% | -8.6% |
| 3M | -15.9% | -36.3% | +20.4% | -16.3% |
| 6M | +13.3% | -30.6% | +43.9% | +12.5% |
| YTD | -21.3% | +35.3% | -56.6% | -26.0% |
| 1Y | -11.1% | +59.2% | -70.4% | -20.6% |
| All | -11.1% | +60.1% | -71.2% | -20.6% |
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