-12.1%
DASH vs TSEM
+40.2%
-52.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.7% |
| 7D | -4.5% | +7.0% | -11.5% | -4.4% |
| 30D | -6.8% | -29.8% | +23.0% | -7.2% |
| 3M | -20.7% | -41.9% | +21.2% | -21.1% |
| 6M | +15.1% | -45.8% | +60.8% | +14.4% |
| YTD | -24.3% | +25.1% | -49.4% | -29.8% |
| 1Y | -12.1% | +48.2% | -60.4% | -22.3% |
| All | -12.1% | +40.2% | -52.3% | -22.3% |
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