+7.4%
DASH vs TSEM
+657.0%
-649.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +7.8% | -12.5% | -6.0% |
| 7D | -10.6% | +6.9% | -17.5% | -11.7% |
| 30D | +2.2% | +5.3% | -3.2% | +0.5% |
| 3M | +32.3% | -14.9% | +47.2% | +32.5% |
| 6M | +19.1% | +80.0% | -60.9% | -5.8% |
| YTD | -6.5% | +89.4% | -95.9% | -28.4% |
| 1Y | -14.9% | +253.1% | -268.0% | -47.6% |
| 3Y | +151.9% | +642.1% | -490.2% | +13.3% |
| All | +7.4% | +657.0% | -649.6% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling